Principles of Communications - EE320A

Principles of Communications - EE320A
Dept of EE
K Vasudevan
Professor
IIT Kanpur
November 28, 2020
Copyright © 2020 K Vasudevan. All rights reserved. No part of this work may be reproduced without prior permission from the
author. This slide deck is set in LATEX
K VasudevanProfessor (IIT Kanpur) Principles of Communications - EE320A November 28, 2020 1 / 401
Contents I
1 Chapter 1: Signals & Systems
Fourier Series
Fourier Transform
Spectral Density
Autocorrelation Function
Cross-Correlation
Systems
Hilbert Transform
Pre-Envelope
Bandpass Signals
Bandpass Systems
2 Linear Modulation
Amplitude Modulation
DSB-SC
QCM
SSB
Contents II
Generation of SSB
Demodulation of SSB
VSB
FDM
3 Non-Linear Modulation
PM and FM
Narrowband FM
Wideband FM
Multitone FM
Bandwidth of FM
Generation of FM
Demodulation of FM
4 Random Variables & Random Processes

Probability
Random Variables
Random Processes
Contents III
Stationarity
Mean, Correlation & Covariance
Time Averages & Ergodicity
Transmission of RP through a Filter
Power Spectral Density
Gaussian Processes
Noise
Narrowband Noise
5 Noise in Analog Communications

Superheterodyne Receiver
Signal-to-Noise Ratios
Analysis for DSB-SC
Analysis for SSB
Analysis for Coherent AM
Analysis for FM
Pre-emphasis & De-emphasis in FM
Contents IV
6 Quantization
Introduction
Uniform Quantizers
Robust Quantizers
Optimum Quantizers
DPCM
7 References
Chapter 1: Signals & Systems - Fourier Series
Real Fourier Series
Consider a real-valued periodic signal gp (t) with period T0 .

Then gp (t) = gp (t + kT0 ), k is an integer. We have, for integer n
 ∞ 
 X 
gp (t) = a0 + 2  an cos (2πnt/T0 ) + bn sin (2πnt/T0 ) (1.1)
n=1
where a0 is the dc component of gp (t) and

Z T0
1
an = gp (t) cos(2πnt/T0 ) dt for 0 ≤ n < ∞
T0 t=0
Z T0
1
bn = gp (t) sin(2πnt/T0 ) dt for 1 ≤ n < ∞. (1.2)
T0 t=0
Here cos(2πnt/T0 ) and sin(2πmt/T0 ) are orthogonal basis

functions for integer m, n, that is
Z T0
cos(2πnt/T0 ) cos(2πmt/T0 ) dt = (T0 /2)δK (n − m)
t=0
Z T0
sin(2πnt/T0 ) sin(2πmt/T0 ) dt = (T0 /2)δK (n − m)
t=0
Z T0
cos(2πnt/T0 ) sin(2πmt/T0 ) dt = 0 for all m, n. (1.3)
t=0
The Kronecker delta function is defined as (for integer n)

(
1 for n = 0
δK (n) = (1.4)
0 for n , 0.
Remark
Dirichlet’s sufficient conditions for the existence of Fourier series:
◮ gp (t) is single-valued in [0, T0 ).
◮ gp (t) has finite discontinuities in [0, T0 ).
◮ gp (t) has finite maxima and minima in [0, T0 ).
◮ gp (t) absolutely integrable in [0, T0 )
Z T0
gp (t) dt < ∞. (1.5)
t=0
[a, b) is a semi-open interval including a and excluding b.
Necessary & Sufficient Conditions
If CONDITION then STATEMENT:
◮ The CONDITION is said to be sufficient when the condition is
TRUE guarantees that the STATEMENT is TRUE. If the
CONDITION is FALSE, then the STATEMENT may or may not be
true. For example, if the Dirichlet’s conditions are satisfied (TRUE),
the Fourier series is guaranteed to exist.
◮ The CONDITION is said to be necessary when the condition is
FALSE guarantees that the STATEMENT is FALSE. If the
CONDITION is TRUE, then the STATEMENT may or may not be
true. For example, if the nth term of an infinite series does not go to
zero as n → ∞, the sum of the series is guatanteed not to exist. If
the nth term goes to zero, the sum may or may not exist, e.g.
∞
X
S= 1/n does not exist. (1.6)
n=1
Complex Fourier Series
Complex Fourier series, for integer n:

∞
X h i
gp (t) = a0 + an e j 2πnt/T0 + e−j 2πnt/T0
n=1
h i
− j bn e j 2πnt/T0 − e−j 2πnt/T0
X∞
= a0 + (an − j bn ) e j 2πnt/T0 + (an + j bn ) e−j 2πnt/T0
n=1
∞
X
= cn e j 2πnt/T0 . (1.7)
n=−∞
Here
a0 for n = 0




cn =  a − j b for n>0 (1.8)

 n n
 a + jb

for n < 0.
−n −n
We also have
Z T0
1
cn = gp (t)e−j 2πnt/T0 dt
T0 t=0
Z T0 /2
1
= gp (t)e−j 2πnt/T0 dt. (1.9)
T0 t=−T0 /2
Chapter 1: Signals & Systems - Fourier Transform
Fourier Transform
For aperiodic signals, T0 → ∞.

We have from (1.9)
Z T0 /2
cn T0 = gp (t)e−j 2πnt/T0 dt. (1.10)
t=−T0 /2
Note that
lim 1/T0 = df
T0 →∞
lim n/T0 = f
T0 →∞
lim gp (t) = g(t) (aperiodic). (1.11)

T0 →∞
Therefore as T0 → ∞, (1.10) becomes the Fourier transform

Z ∞
cn T0 = g(t)e−j 2πft dt = G(f ). (1.12)
t=−∞
Substituting (1.11) and (1.12) in (1.7) and replacing the

summation in (1.7) by an integral, we get
Z ∞
g(t) = G(f )e j 2πft df . (1.13)
f =−∞
g(t) and G(f ) constitute a Fourier transform pair and is written as
g(t) ⇋ G(f ) = F (g(t)). (1.14)
Remark
Dirichlet’s sufficient conditions for the existence of the Fourier
transform:
◮ g(t) must be single-valued, with finite maxima and minima and
finite discontinuities in any finite time interval.
◮ g(t) must be absolutely integrable:
Z ∞
g(t) dt < ∞. (1.15)
t=−∞
Remark
If g(t) is real-valued then
G(f ) = G∗ (−f ). (1.16)
Let
G(f ) = |G(f )|e j θ(f ) . (1.17)
|G(f )| is the magnitude response and θ(f ) is the phase response. Then
|G(−f )| = |G(f )|
θ(−f ) = −θ(f ). (1.18)
The magnitude response is an even function of frequency and the

phase response is an odd function of frequency.
Examples
(
A for −T /2 < t < T /2
g(t) =
0 otherwise
= A rect(t/T )
⇋ AT sin(πfT )/(πfT )
= AT sinc(fT )
= G(f ). (1.19)
See Figure 1.1.
Examples
0.8
0.6
0.4
0.2
−4/T −3/T −2/T −1/T

0
0 1/T 2/T 3/T 4/T
f
−0.2
−0.4
Figure 1.1: sinc(fT ).
Properties of the Fourier Transform
Linearity & superposition:
ag1 (t) + bg2 (t) ⇋ aG1 (f ) + bG2 (f ) (1.20)
Time scaling:
1
g(at) ⇋ G(f /a). (1.21)
|a|
Duality:
G(t) ⇋ g(−f )
G(−t) ⇋ g(f ). (1.22)
Examples
A rect(f /B) ⇋ AB sinc(tB). (1.23)
Time shifting:
g(t − t0 ) ⇋ G(f ) e−j 2πft0 . (1.24)
Frequency shifting (modulation):
g(t) e j 2πfc t ⇋ G(f − fc ). (1.25)
Area under g(t): Z ∞

g(t) dt = G(0). (1.26)
t=−∞
G(f ) must be continuous at f = 0.
Caution
If G(f ) is not continuous at f = 0, use this property with care.
Examples
From (1.23) Z ∞
AB sinc(tB) dt = A. (1.27)
t=−∞
Area under G(f ): Z ∞

G(f ) df = g(0). (1.28)
f =−∞
g(t) must be continuous at t = 0.
Caution
If g(t) is not continuous at t = 0, use this property with care.
Differentiation in the time and frequency domain:
dn
g(t) ⇋ (j 2πf )n G(f )
dt n
dn
G(f ) ⇋ (−j 2πt)n g(t). (1.29)
df n
Examples
We have
d
g(t) ⇋ (j 2πf )G(f )
dt
d
G(f ) ⇋ (−j 2πt)g(t). (1.30)
df
Examples
If
d
g(t) = −2πtg(t)
dt
d
⇒ G(f ) = −2πfG(f ). (1.31)
df
Therefore we get
2
g(t) = e−πt
2
G(f ) = e−πf
2 2
⇒ e−πt ⇋ e−πf . (1.32)
g(t) in (1.32) is known as the Gaussian pulse. See Figure 1.2.
Examples
g(t)
1
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0 t
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2
Figure 1.2: Gaussian pulse g(t) = exp(−πt 2 ).
Examples
Dirac delta function

The Dirac delta function is defined as
(
0 for t , 0
δD (t) = (1.33)
infinitely large for t = 0.
Also Z 0+ Z ∞
δD (t) dt = δD (t) dt = 1. (1.34)
t=0− t=−∞
Sifting property of the Dirac delta function
Z ∞
g(t)δD (t − t0 ) dt = g(t0 ). (1.35)
t=−∞
Examples
Dirac delta function

Multiplication property of the Dirac delta function
g(t)δD (t − t0 ) = g(t0 )δD (t − t0 ). (1.36)
The Dirac delta is an even function. Its Fourier transform is
δD (t) ⇋ 1. (1.37)
Applying duality in (1.37) we get
δD (f ) ⇋ 1 (dc signal)
j 2πfc t
⇒e ⇋ δD (f − fc ). (1.38)
Examples
Signum & unit step functions

Consider, for a > 0
 −at


 e for t > 0
g(t) =  0 for t = 0 (1.39)


 −eat for t < 0.

The Fourier transform of g(t) is
−j 4πf
G(f ) = . (1.40)
a2 + (2πf )2
Examples

Now
1 for t > 0




lim g(t) = sgn(t) =  0 for t = 0

a→0 
 −1 for t < 0

−j
lim G(f ) = . (1.41)
a→0 πf
sgn(t) is known as the signum function. Therefore
−j
sgn(t) ⇋ . (1.42)
πf
Examples

The unit step is defined as
1 for t > 0




u(t) =  1/2 for t = 0 (1.43)


 0 for t < 0.

Thus
sgn(t) = 2u(t) − 1. (1.44)
Examples

Taking the Fourier transform of both sides of (1.44), we get from (1.38)
and (1.42)
1
= 2U(f ) − δD (f )
j πf
1 δD (f )
⇒ U(f ) = + . (1.45)
j 2πf 2
Convolution in the time domain

Z ∞
g1 (τ)g2 (t − τ) d τ ⇋ G1 (f )G2 (f ). (1.46)
τ=−∞
Proof of convolution property

Taking the Fourier transform of the LHS of (1.46)
Z ∞ Z ∞
g1 (τ)g2 (t − τ)e−j 2πft d τ dt
t=−∞ τ=−∞
Z ∞ Z ∞
= g1 (τ) g2 (t − τ)e−j 2πft dt d τ. (1.47)
τ=−∞ t=−∞
Proof of convolution property

Put t − τ = α in (1.47)
Z ∞ Z ∞
g1 (τ) g2 (α)e−j 2πf (α+τ) d α d τ = G1 (f )G2 (f ). (1.48)
τ=−∞ α=−∞
Therefore
g1 (t) ⋆ g2 (t) ⇋ G1 (f )G2 (f ). (1.49)
Integration in the time domain

t
G(f ) G(0)
Z
g(τ) d τ ⇋ + δD (f ). (1.50)
τ=−∞ j 2πf 2
Proof of integration property

Note that Z t
g(τ) d τ = g(t) ⋆ u(t) (1.51)
τ=−∞
where u(t) is the unit step in (1.43). Therefore (1.50) follows from the
convolution property and (1.45).
Multiplication in the time domain
g1 (t)g2 (t) ⇋ G1 (f ) ⋆ G2 (f ). (1.52)
Proof of multiplication in time domain property

Taking the Fourier transform of the LHS in (1.52)
Z ∞
g1 (t)g2 (t)e−j 2πft dt
t=−∞
Z ∞ Z ∞ Z ∞
= G1 (α)e j 2παt d α G2 (β)e j 2πβt d β e−j 2πft dt
t=−∞ α=−∞ β=−∞
(1.53)
Proof of multiplication in time domain property

Now (1.53) can be simplified to
Z ∞ Z ∞ Z ∞
G1 (α)G2 (β) d α d β e−j 2π(f −α−β)t dt
α=−∞ β=−∞ t=−∞
Z ∞ Z ∞
= G1 (α)G2 (β) d α d β δD (f − α − β)
α=−∞ β=−∞
Z ∞
= G1 (α)G2 (f − α) d α
α=−∞
= G1 (f ) ⋆ G2 (f ) (1.54)
where (1.38) has been used.
Conjugate functions
g ∗ (t) ⇋ G∗ (−f )
g ∗ (−t) ⇋ G∗ (f ). (1.55)
Fourier Transform of Periodic Signals
We know that
∞
X
gp (t) = cn e j 2πnt/T0
n=−∞
T0 /2
1
Z
cn = gp (t)e−j 2πnt/T0 dt. (1.56)
T0 t=−T0 /2
Define the generating function

(
gp (t) for −T0 /2 < t < T0 /2
g(t) = (1.57)
0 otherwise.
Let
g(t) ⇋ G(f ). (1.58)
Then
∞
X
gp (t) = g(t − mT0 ). (1.59)
m=−∞
Also from (1.56) and (1.58)
1
cn = G(n/T0 ). (1.60)
T0
From (1.56), (1.59) and (1.60) we get the Poisson sum formula
∞ ∞
X 1 X
g(t − mT0 ) = G(n/T0 )e j 2πnt/T0 . (1.61)
m=−∞
T 0 n=−∞
Finally the Fourier transform of gp (t) is, using (1.38)

∞
1 X
gp (t) ⇋ G(n/T0 )δD (f − n/T0 ). (1.62)
T0 n=−∞
Examples
A Dirac comb or ideal sampling function is
∞ ∞
X 1 X j 2πnt/T0
δD (t − mT0 ) = e (1.63)
m=−∞
T0 n=−∞
since G(n/T0 ) = 1.
Taking the Fourier transform of both sides of (1.63)
∞ ∞
X 1 X
e−j 2πfmT0 = δD (f − n/T0 ). (1.64)
m=−∞
T0 n=−∞
Chapter 1: Signals & Systems - Spectral Density
Energy Spectral Density
Energy signal Z ∞
|g(t)|2 dt = E < ∞. (1.65)
t=−∞
Let g(t) ⇋ G(f ).
Energy spectral density
ψg (f ) = |G(f )|2 . (1.66)
Rayleigh’s Energy Theorem

States that
Z ∞ Z ∞
2
E= |g(t)| dt = |G(f )|2 df . (1.67)
t=−∞ f =−∞
LHS of (1.67) is g(t) ⋆ g ∗ (−t)|t=0 .

RHS of (1.67) is the inverse Fourier transform of G(f )G∗ (f )|t=0 .
Hence proved.
Examples
We know that
ABsinc(tB) ⇋ Arect(f /B). (1.68)
Therefore ∞
1
Z
sinc2 (tB) dt = . (1.69)
t=−∞ B
Power signal
T /2
1
Z
lim |g(t)|2 dt = P < ∞. (1.70)
T →∞ T t=−T /2
For a periodic signal gp (t) with period T0

T0 /2
1
Z
P= |gp (t)|2 dt
T0 t=−T0 /2
Z T0 /2 ∞
1 X
= gp (t) G∗ (n/T0 )e−j 2πnt/T0 dt
T02 t=−T0 /2 n=−∞
∞ Z T0 /2
1 X ∗
= 2 G (n/T0 ) gp (t)e−j 2πnt/T0 dt. (1.71)
T0 n=−∞ t=−T0 /2
The integral in the last equation of (1.71) is G(n/T0 ).

Thus we get the Parseval’s power theorem
T0 /2 ∞
1 1 X
Z 2
P= |gp (t)|2 dt = 2
G(n/T0 ) . (1.72)
T0 t=−T0 /2 T0 n=−∞
The power spectral density of gp (t) is

∞
1 X 2
Sgp (f ) = G(n/T0 ) δD (f − n/T0 )
T 2 n=−∞
Z 0∞
⇒P= Sgp (f ) df . (1.73)
f =−∞
Chapter 1: Signals & Systems - Autocorrelation
Energy Signals
Provides a measure of similarity or coherence between a signal

and its delayed version.
Defined as
Z ∞
Rg (τ) = g(t)g ∗ (t − τ) dt
Zt=−∞
∞
= g(t + τ)g ∗ (t) dt. (1.74)
t=−∞
Properties of Autocorrelation of Energy Signals
Conjugate symmetry
Rg (τ) = Rg∗ (−τ). (1.75)
The value of the autocorrelation at the origin is equal to the energy

of the signal Z ∞
R (0) = g(t)2 dt. (1.76)
g
t=−∞
Rg (0) is always real and non-negative.
The maximum magnitude of the autocorrelation occurs at the
origin
Rg (0) ≥ Rg (τ) . (1.77)
Proof
From Schwarz’s inequality
Z b 2 Z b
2 Z b 2
g 1 (t)g 2 (t) dt ≤ g 1 (t) dt g2 (t) dt. (1.78)
t=a t=a t=a
Put g1 (t) = g(t), g2 (t) = g ∗ (t − τ), a = −∞ and b = ∞ to get

2
Rg (τ) ≤ Rg2 (0)

⇒ R (τ) ≤ R (0).
g g (1.79)
The autocorrelation of an energy sequence and the energy

spectral density form a Fourier transform pair
Rg (τ) ⇋ ψg (f ). (1.80)
Proof
Note that
Rg (τ) = g(t) ⋆ g ∗(−t) ⇋ |G(f )|2 = ψg (f ). (1.81)
Power Signals
For a power signal g(t), we have

T
1
Z
Rg (τ) = lim g(t)g ∗ (t − τ) dt. (1.82)
T →∞ 2T t=−T
Periodic Signals
For a periodic signal gp (t), it is defined as

T0 /2
1
Z
Rgp (τ) = gp (t)gp∗ (t − τ) dt. (1.83)
T0 t=−T0 /2
Properties of Autocorrelation of Periodic Signals
Conjugate symmetry
Rgp (τ) = Rg∗p (−τ). (1.84)
The average power of gp (t) is given by Rgp (0)

T0 /2
1
Z 2
Rgp (0) = gp (t) dt. (1.85)
T0 t=−T0 /2
The maximum magnitude of Rgp (τ) occurs at the origin
Rgp (0) ≥ |Rgp (τ)|. (1.86)
Proof
Put g1 (t) = gp (t), g2 (t) = gp∗ (t − τ), a = −T0 /2 and b = T0 /2 in (1.78)
to get (1.86).
Wiener-Khintchine relation
Rgp (τ) ⇋ Sgp (f ). (1.87)
Proof
Using the generating function of gp (t) as in (1.57) and (1.74)
∞ ∞
1
Z X
Rgp (τ) = g(t) g ∗ (t − τ − mT0 ) dt
T0 t=−∞ m=−∞
∞ Z ∞
1 X
= g(t)g ∗ (t − τ − mT0 ) dt
T0 m=−∞ t=−∞
∞
1 X
= Rg (τ + mT0 ). (1.88)
T0 m=−∞
Proof
Taking the Fourier transform of both sides of (1.88) and using the
notation in (1.14) we get
Z ∞ ∞
1 X
F Rgp (τ) = Rg (τ + mT0 )e−j 2πf τ d τ
T0 τ=−∞ m=−∞
∞
|G(f )|2 X j 2πfmT0
= e
T0 m=−∞
∞
1 X 2
= 2
G(n/T0 ) δD (f − n/T0 )
T0 n=−∞
= Sgp (f ) (1.89)
where we have used (1.64) and (1.73).
The autocorrelation of a periodic signal is also periodic with the

same period T0 .
Proof
As in (1.88).
Chapter 1: Signals & Systems - Crosscorrelation
Energy Signals
Consider two energy signals g1 (t) and g2 (t).

Then
Z ∞
R12 (τ) = g1 (t)g2∗ (t − τ) dt
Zt=−∞
∞
R21 (τ) = g2 (t)g1∗ (t − τ) dt. (1.90)
t=−∞
g1 (t) and g2 (t) are orthogonal if
R12 (0) = 0. (1.91)
We also have
∗
R12 (τ) = R21 (−τ). (1.92)
Finally
R12 (τ) ⇋ G1 (f )G2∗ (f ). (1.93)
Power Signals
For power signals g1 (t) and g2 (t), we have

Z T
1
R12 (τ) = lim g1 (t)g2∗ (t − τ) dt. (1.94)
T →∞ 2T t=−T
g1 (t) and g2 (t) are orthogonal if

R12 (0) = 0. (1.95)
Periodic Signals
For two periodic signals gp1 (t) and gp2 (t) with same period T0
Z T0 /2
1
R12 (τ) = gp (t)gp∗2 (t − τ) dt. (1.96)
T0 t=−T0 /2 1
We also have
∞
1 X
R12 (τ) ⇋ G1 (n/T0 )G2∗ (n/T0 )δD (f − n/T0 )
T02 n=−∞
= S12 (f ) (1.97)
where S12 (f ) is the cross spectral density, G1 (·) and G2 (·) the
Fourier transforms of the generating functions of gp1 (t) and gp2 (t)
respectively.
Chapter 1: Signals & Systems - Systems
Input Output
System
x(t) y (t)
Figure 1.3: A system: x (t) → y (t).
Properties of a System
Linearity
x1 (t) → y1 (t)
x2 (t) → y2 (t)
⇒ ax1 (t) + bx2 (t) → ay1 (t) + by2 (t). (1.98)
Examples
Let
y(t) = 2x(t) + 1. (1.99)
We have
y1 (t) = 2x1 (t) + 1

y2 (t) = 2x2 (t) + 1. (1.100)
Let
x3 (t) = ax1 (t) + bx2 (t). (1.101)
Then
y3 (t) = 2x3 (t) + 1 , ay1 (t) + by2 (t). (1.102)
Thus, the system is non-linear.
Time-invariance
x(t) → y(t)
⇒ x(t − t0 ) → y(t − t0 ). (1.103)
Examples
Consider
y(t) = x(2t). (1.104)
Let
x1 (t) = x(t − t0 ). (1.105)
Then
y1 (t) = x1 (2t)
⇒ y1 (t) = x(2t − t0 ). (1.106)
Examples
Let
y2 (t) = y(t − t0 ) = x(2(t − t0 )) = x2 (2t). (1.107)
For example y(1) = x(2), y(1.2) = x(2.4) etc. Thus from (1.106) and
(1.107)
y2 (t) , y1 (t). (1.108)
Therefore, the system is time-variant.
Linear Time-invariant (LTI) Systems

Let x(t) = δD (t). Then
δD (t) → y(t) = h(t). (1.109)
If
∞
X
x(t) = x(n∆T )δD (t − n∆T ) ∆T (1.110)
n=−∞
then by linearity and time-invariance, the output is

∞
X
y(t) = x(n∆T )h(t − n∆T ) ∆T . (1.111)
n=−∞
Linear Time-invariant (LTI) Systems

When ∆T → 0, the output is given by the convolution integral
Z ∞
y(t) = x(τ)h(t − τ) d τ. (1.112)
τ=−∞
Here h(t) is the impulse response of the system.
Causality: A system is said to be causal if the output y(t) depends
on input x(τ) for τ ≤ t.
Remark
The necessary and sufficient condition for an LTI system to be causal
is that h(t) = 0 for t < 0, where h(t) is the impulse response of the
system.
Stability: A system is said to stable if bounded input gives

bounded output (BIBO stability).
Remark
The necessary and sufficient condition for an LTI system to be stable is
that its impulse response must be absolutely integrable:
Z ∞
h(t) dt < ∞. (1.113)
t=−∞
Frequency Response of LTI Systems
Consider an LTI system with impulse response h(t). Let its input be
x(t) = e j 2πfc t . (1.114)
The output is
Z ∞
y(t) = h(τ)x(t − τ) d τ
Zτ=−∞
∞
= h(τ)e j 2πfc (t−τ) . d τ
τ=−∞
j 2πfc t
=e H(fc ). (1.115)
Here H(fc ) is the Fourier transform of h(t) evaluated at f = fc .

Moreover, H(f ) is also known as the frequency response of h(t).
Frequency Response of LTI Systems

We also have from (1.46) and (1.66)
Y (f ) = H(f )X (f )
⇒ |Y (f )|2 = |H(f )|2 |X (f )|2
⇒ ψy (f ) = ψh (f )ψx (f ) (1.116)
where ψx (f ), ψy (f ) and ψh (f ) denote the energy spectral density of the

input, output and the filter respectively. Note that |H(f )| denotes the
amplitude response of the filter and ∠H(f ) denotes the phase response
of the system.
Distortioless Transmission
Let x(t) be passed through an LTI system with impulse response h(t).
Then the condition for distortionless transmission is
h(t) = K δD (t − t0 )
⇒ H(f ) = K e−j 2πft0
⇒ y(t) = Kx(t − t0 ). (1.117)
Note that the amplitude response of the system is a constant and the
phase response is linear with respect to frequency.
Chapter 1: Signals & Systems - Hilbert Transform
Input Hilbert Output
x(t) transformer h(t) x̂(t)
Figure 1.4: Hilbert transformer.
Hilbert Transform
Introduces a phase shift of −π/2 for positive frequencies and a

phase shift of π/2 for negative frequencies. See Figure 1.4.
The Fourier transform of x̂(t) is denoted by X̂ (f )
x̂(t) ⇋ X̂ (f ). (1.118)
From (1.42)
−j
sgn(t) ⇋ . (1.119)
πf
Using duality, we get the frequency and impulse response of the

Hilbert transformer as
j
sgn(f ) ⇋
πt
1
⇒ H(f ) = −j sgn(f ) ⇋ = h(t). (1.120)
πt
Examples
We have
x(t) = cos(2πfc t)
⇒ x̂(t) = cos(2πfc t − π/2)
= sin(2πfc t). (1.121)
Examples
Let
s(t) = m(t)c(t). (1.122)
It is given that
M(f ) = 0 for |f | > W

C(f ) = 0 for |f | < W . (1.123)
We wish to compute ŝ(t). The procedure is as follows. Note that

from (1.52)
Z W
S(f ) = M(λ)C(f − λ) d λ. (1.124)
λ=−W
Examples
We have
ŝ(t) ⇋ Ŝ(f ) = −jsgn(f )S(f )

Z W
= −jsgn(f ) M(λ)C(f − λ) d λ
λ=−W
Z W
= −j M(λ)sgn(f − λ)C(f − λ) d λ
λ=−W
= M(f ) ⋆ Ĉ(f ) (1.125)
since from Figure 1.5
sgn(f )C(f − λ) = sgn(f − λ)C(f − λ) for |λ| ≤ W . (1.126)
Examples
C(f )
f
−W W
sgn(f )
C(f − W )
W f
−W
sgn(f − W )
Figure 1.5: Hilbert transform of s(t).
Examples
To summarize, from (1.52) and the last equation in (1.125), we
obtain
ŝ(t) = m(t)ĉ(t). (1.127)
Properties of the Hilbert Transform
A signal g(t) and its Hilbert transform have the same

energy/power spectral density, provided G(0) = 0.
Proof
We have
g(t) ⇋ G(f )
⇒ ĝ(t) ⇋ Ĝ(f ) = −j sgn(f )G(f )
⇒ |G(f )|2 = |Ĝ(f )|2 (1.128)
provided G(0).
A signal g(t) and its Hilbert transform have the same

autocorrelation provided G(0) = 0.
Proof
This follows from (1.128) since the autocorrelation and spectral

density form a Fourier transform pair.
If g(t) is real-valued, so is ĝ(t), and they are orthogonal:
Z ∞
g(t)ĝ(t) dt = 0. (1.129)
t=−∞
Proof
Note that (1.129) is g(t) ⋆ ĝ(−t)|t=0 . Therefore using (1.18)

Z ∞ Z ∞
g(t)ĝ(t) dt = G(f )Ĝ∗ (f ) df
t=−∞ f =−∞
Z ∞
=j G(f )sgn(f )G∗ (f ) df
Zf =−∞
∞
=j sgn(f )|G(f )|2 df = 0. (1.130)
f =−∞
If ĝ(t)
is the
Hilbert transform of g(t), then the Hilbert transform of
ˆ
ĝ(t) ĝ(t) is −g(t), provided G(0) = 0.
Proof
Using the convolution property in (1.46)
ˆ ⇋ j2 sgn2 (f )G(f ) = −G(f ) ⇋ −g(t)

ĝ(t) (1.131)
provided G(0) = 0. Thus proved.
Chapter 1: Signals & Systems - Pre-Envelope
Pre-Envelope
Let g(t) be a real-valued signal. The pre-envelope of g(t) is

defined as
g+ (t) = g(t) + j ĝ(t) (1.132)
where ĝ(t) is the Hilbert transform of g(t).
Taking the Fourier transform of (1.132) we obtain
G+ (f ) = G(f ) + j (−j sgn(f )G(f ))

2G(f ) for f > 0




= G(0) for f = 0 (1.133)


 0 for f < 0.

Chapter 1: Signals & Systems - Bandpass Signals
Bandpass Signals
A real-valued signal g(t) is bandpass if its Fourier transform G(f )

is bandlimited to fc − W ≤ |f | ≤ fc + W , for fc ≫ W . Here fc
denotes the carrier frequency and W is the one-sided bandwidth
of g(t). The two-sided bandwidth of g(t), about fc , is 2W . We also
refer to such g(t) as a narrowband signal. Sometimes fc may not
lie in the center of the bandwidth of G(f ).
The pre-envelope of a real-valued, narrowband signal g(t) can be
written as
g+ (t) = g̃(t)e j 2πfc t (1.134)
where g̃(t) denotes the complex envelope of g(t) and is complex
valued.
From (1.133) it is clear that the pre-envelope of a narrowband

signal g(t) contains only positive frequencies in the range
fc − W ≤ f ≤ fc + W , since G(0) = 0.
Consider again the complex envelope g̃(t) in (1.134). Let
g̃(t) ⇋ G̃(f ). (1.135)
Clearly, from (1.25), G̃(f ) lies in the range −W ≤ |f | ≤ W .

Let
g̃(t) = a(t)e j φ(t) . (1.136)
Here a(t) is the envelope and φ(t) is the phase of g(t). Both are
real-valued and have a lowpass frequency response.
Then g(t) can be written as
g(t) = ℜ g+ (t)

= gc (t) cos(2πfc t) − gs (t) sin(2πfc t)

= gI (t) cos(2πfc t) − gQ (t) sin(2πfc t) (1.137)
where the pre-envelope g+ (t) is given by (1.134) and
g̃(t) = gc (t) + j gs (t)

= gI (t) + j gQ (t). (1.138)
Note that (1.137) is known as the canonical representation of

bandpass signals.
In (1.138), gc (t) or gI (t) denotes the in-phase and gs (t) or gQ (t)
denotes the quadrature component of the complex envelope g̃(t).
Note that gc (t), gI (t), gs (t) and gQ (t) are real-valued with
frequency range −W ≤ |f | ≤ W .
Chapter 1: Signals & Systems - Bandpass Systems
Input Bandpass Output
x(t) system h(t) y (t)
Figure 1.6: Bandpass system.
Bandpass Systems
Consider the system in Figure 1.6. Let
x(t) = xc (t) cos(2πfc t) − xs (t) sin(2πfc t)

h(t) = 2hc (t) cos(2πfc t) − 2hs (t) sin(2πfc t). (1.139)
Both x(t) and h(t) are real-valued narrowband signals,

bandlimited to fc − W ≤ |f | ≤ fc + W .
We wish to compute y(t).
From (1.137)
n o
x(t) = ℜ x̃(t)e j 2πfc t
x̃(t)e j 2πfc t + x̃ ∗ (t)e−j 2πfc t
=
n 2 o
j 2πfc t
h(t) = 2ℜ h̃(t)e
= h̃(t)e j 2πfc t + h̃∗ (t)e−j 2πfc t . (1.140)
Let
x̃(t) ⇋ X̃ (f )
h̃(t) ⇋ H̃(f ). (1.141)
Taking the Fourier transform of (1.140) we obtain
X̃ (f − fc ) + X̃ ∗ (−f − fc )
X (f ) =
2
H(f ) = H̃(f − fc ) + H̃ ∗ (−f − fc ). (1.142)
Clearly
Y (f ) = X (f )H(f )
X̃ (f − fc )H̃(f − fc ) + X̃ ∗ (−f − fc )H̃ ∗ (−f − fc )
=
2
∗
Ỹ (f − fc ) + Ỹ (−f − fc )
= (1.143)
2
where
Ỹ (f ) = X̃ (f )H̃(f ). (1.144)
Taking the inverse Fourier transform of (1.143) we obtain

n o
y(t) = ℜ ỹ (t)e j 2πfc t (1.145)
where
ỹ (t) = x̃(t) ⋆ h̃(t). (1.146)
Chapter 2: Linear Modulation
Let m(t) denote the message signal and s(t) denote the
modulated signal.
Both m(t) and s(t) are real-valued.
Linear modulation implies
m1 (t) → s1 (t)
m2 (t) → s2 (t)
⇒ am1 (t) + bm2 (t) → as1 (t) + bs2 (t). (2.1)
Chapter 2: Linear Modulation - Amplitude Modulation
Amplitude Modulation
The amplitude modulated (AM) signal is given by
s(t) = Ac [1 + ka m(t)] cos(2πfc t) (2.2)
where ka denotes the amplitude sensitivity.

Not a linear modulation.
Bandwidth of m(t) lies in the range |f | ≤ W .
The carrier frequency fc ≫ W , amplitude Ac > 0.
Envelope of s(t) is (see (1.136))

a(t) = Ac 1 + ka m(t) . (2.3)
The percentage modulation is defined as

max ka m(t) × 100. (2.4)
When the percentage modulation exceeds 100, s(t) is said to be
overmodulated.
When
1 + ka m(t) < 0 (2.5)
for some t, then s(t) exhibits envelope distortion.
Examples
Let
Ac = 1
m(t) = cos(2πfm t). (2.6)
The AM signal is plotted in Figure 2.1 for ka = 0.6 and in

Figure 2.2 for ka = 1.6.
Examples
Ac [1 + ka m(t)] s(t)
2
1.5
0.5
−0.5
−1
−1.5
−2
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
Figure 2.1: AM signal with no envelope distortion, ka = 0.6.
Examples
Ac [1 + ka m(t)] s(t)
3
2.5
1.5
0.5
−0.5
−1
−1.5
−2
−2.5
−3
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
Figure 2.2: AM signal with envelope distortion, ka = 1.6.
Examples
We have
m(t) = Am cos(2πfm t)
⇒ s(t) = Ac [1 + µ cos(2πfm t)] cos(2πfc t) (2.7)
where µ = ka Am is the modulation factor.

We also have (see Figures 2.3 and 2.4)
s(t) = Ac [1 + ka m(t)] cos(2πfc t)

Ac
⇒ S(f ) = [δD (f − fc ) + δD (f + fc )]
2
Ac ka
+ [M(f − fc ) + M(f + fc )] . (2.8)
2
Examples
M(f )
f
−W 0 W
Figure 2.3: Message spectrum.
Examples
Lower sideband Upper sideband
S(f )
f
−fc 0 fc
−fc − W −fc + W fc − W fc + W
Figure 2.4: AM spectrum.
Two-sided bandwidth about fc is 2W .
Generation of AM
Square-law modulator. See Figure 2.5.

Input-output relation of a non-linear device
v2 (t) = a1 v1 (t) + a2 v12 (t) (2.9)
where the input is given by
v1 (t) = Ac cos(2πfc t) + m(t). (2.10)
Nonlinear v2 (t)
s(t)
device
v1 (t) Rl
Bandpass filter
Figure 2.5: Square-law modulator.
Switching modulator. See Figure 2.6.

Input-output relation of an ideal diode
(
v1 (t) for c(t) > 0 (ideally v1 (t) > 0)
v2 (t) = (2.11)
0 for c(t) < 0 (ideally v1 (t) < 0).
where
v1 (t) = c(t) + m(t)

c(t) = Ac cos(2πfc t). (2.12)
It is assumed that
Ac ≫ |m(t)|. (2.13)
Diode
v2 (t)
s(t)
v1 (t) Rl
Bandpass filter
Figure 2.6: Switching modulator.
Note that
v2 (t) = v1 (t)gp (t) (2.14)
where
1
gp (t) = [1 + sgn(cos(2πfc t))]
2
∞
1 2 X (−1)n−1
= + cos [2πfc t(2n − 1)] . (2.15)
2 π 2n − 1
n=1
The bandpass filter (BPF) output is

" #
Ac 4
s(t) = 1+ m(t) cos(2πfc t). (2.16)
2 πAc
Here the amplitude sensitivity of the switching modulator is
4
ka = . (2.17)
πAc
Demodulation of AM
Square law detector.

Input-output relation
v2 (t) = a1 v1 (t) + a2 v12 (t) (2.18)
where
v1 (t) = s(t) = Ac [1 + ka m(t)] cos(2πfc t). (2.19)
Desired signal at lowpass filter output
I(t) = a2 A2c ka m(t). (2.20)
Undesired signal (distortion) at lowpass filter output
U(t) = a2 A2c ka2 m2 (t)/2. (2.21)
I(t)/U(t) can be maximized by minimizing |ka m(t)|.
v (t)
Diode
Rs
C Rl
s(t)
Figure 2.7: Envelope detector.
Envelope detector. See Figures 2.7 and 2.8.

Conditions for proper operation
Rs C ≪ 1/fc 1/fc ≪ Rl C ≪ 1/W . (2.22)
2
1.5
a(t)
v (t)
1
0.5
-0.5
s(t)
-1
-1.5
-2
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
t
Figure 2.8: Envelope detector signals.
Chapter 2: Linear Modulation - DSB-SC
Double sideband suppressed carrier.

Modulated signal is given by (see Figure 2.9)
s(t) = Ac cos(2πfc t)m(t). (2.23)
The spectrum is
Ac
S(f ) = [M(f − fc ) + M(f + fc )] . (2.24)
2
Two-sided bandwidth about fc is 2W .
0.8
0.6
a(t)
0.4
0.2 s(t)
0
−0.2
−0.4
−a(t)
−0.6
−0.8
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
t
Ac = 1, m(t) = cos(2πfm t)
Envelope a(t) = | cos(2πfm t)|
Figure 2.9: DSB-SC signal.
Generation of DSB-SC
m(t) AM s1 (t)
modulator +
s(t)
−m(t) AM s2 (t) −
modulator
Figure 2.10: Balanced modulator for DSB-SC.
Balanced modulator. See Figure 2.10.
We have
s1 (t) = Ac [1 + ka m(t)] cos(2πfc t)

s2 (t) = Ac [1 − ka m(t)] cos(2πfc t)
⇒ s(t) = 2Ac ka cos(2πfc t)m(t). (2.25)
D1
D3
m(t) s1 (t)
D4
D2
A B
c(t)
Figure 2.11: Ring modulator for DSB-SC.
Ring modulator. See Figure 2.11.
1
m(t)
0
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
c(t)
0
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
1
s1 (t) 0.5
−0.5
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
Figure 2.12: Ring modulator signals.
In Figure 2.11, when A is positive with respect to B, D1, D2 are

ON and D3, D4 are OFF. Hence s1 (t) = m(t).
When A is negative with respect to B, D1, D2 are OFF and D3, D4
are ON. Hence s1 (t) = −m(t).
Thus we have
s1 (t) = m(t)c(t) (2.26)
where
c(t) = sgn(cos(2πfc t))

∞
4 X (−1)n−1
= cos [2πfc (2n − 1)t] . (2.27)
π 2n − 1
n=1
The DSB-SC signal is obtained by passing s1 (t) through a BPF.
Demodulation of DSB-SC
s(t) Lowpass Ac m(t)

filter (LPF)
2 cos(2πfc t)
Figure 2.13: Demodulation of DSB-SC.
Only coherent demodulation is possible. See Figure 2.13.

LPF is assumed to be ideal with unity gain and bandwidth
[−W , W ].
Coherent carrier is required at the receiver.
Generation of Coherent Carrier
Costas loop. See Figure 2.14.

We have
x1 (t) = Ac m(t) cos(φ)

x2 (t) = Ac m(t) sin(φ)
1
x3 (t) = A2c m2 (t) sin(2φ)
2
1 2
x4 (t) = Ac sin(2φ)E (2.28)
2
where E denotes the energy in m(t) (see (1.67)). Note that
x4 (t) = 0 ⇒ φ = nπ/2. (2.29)
Costas loop exhibits 90o phase ambiguity.

x1 (t)
H(f )
Phase discriminator
2 cos(2πfc t + φ)
s(t) x4 (t) x3 (t)

VCO H1 (f )
2 sin(2πfc t + φ)
H(f )
x2 (t)
H(f ) H1 (f )
1 ∆f → 0 1/∆f
f f
−W 0 W
∆f
Figure 2.14: Costas loop.
Squaring loop. See Figure 2.15.
We have (E denotes the energy of m(t))
s(t) = Ac m(t) cos(2πfc t) (+ noise)

A2c
v(t) = E cos(4πfc t) (+ noise)
2
A2
e(t) = c E sin(θ). (2.30)
2
We have
e(t) = 0
⇒ θ = nπ
⇒ θ/2 = nπ/2. (2.31)
Thus, the squaring loop exhibits 90o phase ambiguity.
s(t) y (t) Narrowband v (t) Lowpass e(t)

Squarer
filter H(f ) filter
∆f H(f )
VCO
1/∆f
2 sin(4πfc t + θ)
f
−2fc 2fc Frequency

∆f → 0
divide by 2
2 sin(2πfc t + θ/2)
Figure 2.15: Squaring loop.
Chapter 2: Linear Modulation - QCM
Quadrature Carrier Multiplexing (QCM)
Two message signals can be transmitted in the same frequency

band as given by
s(t) = Ac m1 (t) cos(2πfc t) + Ac m2 (t) sin(2πfc t). (2.32)
Both m1 (t) and m2 (t) have a frequency range [−W , W ].

Only coherent demodulation is possible.
Transmission bandwidth about fc is 2W , about the carrier
frequency fc .
Chapter 2: Linear Modulation - SSB
Single Sideband Modulation (SSB)
If the message m(t) is real-valued, then M(f ) exhibits symmetry

(see (1.18)
It is sufficient to transmit only one sideband, either upper or lower
(see Figure 2.4).
Let the spectrum of m(t) lie in the range fa ≤ |f | ≤ fb .
The bandwidth of the modulated signal is fb − fa = W .
Thus, the transmission bandwidth of SSB is half that of AM and
DSB-SC.
For transmitting only the upper sideband
s(t) = Ac m(t) cos(2πfc t) − Ac m̂(t) sin(2πfc t). (2.33)
We have (see Figures 2.16 and 2.17.)
Ac
S(f ) = [M(f − fc ) + M(f + fc )]
2
Ac
+ [sgn (f − fc )M(f − fc ) − sgn (f + fc )M(f + fc )] .
2
(2.34)
For transmitting only the lower sideband
s(t) = Ac m(t) cos(2πfc t) + Ac m̂(t) sin(2πfc t). (2.35)
M(f )
f
−fb −fa 0 fa fb
Figure 2.16: Message spectrum.
S(f )
Ac
−fc − fb −fc − fa 0 fc + fa fc + fb
Figure 2.17: SSB spectrum with upper sideband transmitted.
Examples
We have
m̂(t) = Am sin(2πfm t). (2.36)
Thus, the SSB signal with upper sideband transmitted is
s(t) = Ac Am cos(2πfc t) cos(2πfm t)

− Ac Am sin(2πfc t) sin(2πfm t)
= Ac Am cos(2π(fc + fm )t). (2.37)
Generation of SSB
Frequency discrimination method.

Single-stage approach, see Figures 2.16 and 2.18.
Q-factor of the bandpass filter
center frequency (fc1 )

Q≈
Transition bandwidth (Btr )
fc + fa + fc + fb
fc1 =
2
Btr = 2fa . (2.38)
For fc ≫ fa , fb , Q-factor is impractically high. Note that fc + fa and

fc + fb are not the −3 dB frequencies of the BPF.
m(t) Bandpass s(t)

filter
Ac cos(2πfc t)
fc1
Btr
−fc 0 fc
fc + fb
fc − fa fc + fa
Figure 2.18: Frequency discrimination method - single stage approach.
Two-stage approach, see Figures 2.16, 2.19 and 2.20.

Q-factor of bandpass filter 1

Q≈
Transition bandwidth (Btr , 1 )
f1 + fa + f1 + fb
fc1 =
2
Btr , 1 = 2fa . (2.39)
Typically Q < 200 which is reasonable. Note that f1 + fa and f1 + fb

are not the −3 dB frequencies of BPF 1.
m(t) v1 (t) Bandpass s1 (t) v2 (t) Bandpass s(t)

filter 1 filter 2
A1 cos(2πf1 t) A2 cos(2πf2 t)
fc1
Btr , 1
−f1 0 f1
f1 + fb
f1 − fa f1 + fa
1st -stage processing
Figure 2.19: Frequency discrimination method - two stage approach.
For 2nd -stage (see Figure 2.20), Q-factor of bandpass filter 2

Q≈
Transition bandwidth (Btr , 1 )
f2 + f1 + fa + f2 + f1 + fb
fc2 =
2
Btr , 2 = 2(f1 + fa ). (2.40)
Typically Q < 200 which is reasonable. Note that f2 + f1 + fa and

f2 + f1 + fb are not the −3 dB frequencies of BPF 2.
m(t) v1 (t) Bandpass s1 (t) v2 (t) Bandpass s(t)

filter 1 filter 2
A1 cos(2πf1 t) A2 cos(2πf2 t)
fc2
Btr , 2
−f2 0 f2
f2 + f1 + fb
f2 − f1 − fa f2 + f1 + fa
2nd -stage processing
Figure 2.20: Frequency discrimination method - two stage approach.
Examples
Typical parameters for the two stage approach.
fa = 0.3 kHz
fb = 3.4 kHz
f1 = 100 kHz
f2 = 10 MHz. (2.41)
Generation of SSB
m(t)
+
Hilbert Ac cos(2πfc t) s(t)
Ac sin(2πfc t)
Transformer
−, + for USB, LSB
m̂(t)
Figure 2.21: Phase discrimination method.
Demodulation of SSB
Identical to DSB-SC. See Figure 2.13.

Demodulation in the presence of frequency offset.
Consider an SSB signal with M(f ) given by Figure 2.16:
We have (see Figure 2.22)

LPF
2s(t) cos(2π(fc + ∆f )t) −−−→ Ac m(t) cos(2π∆ft)
+ Ac m̂(t) sin(2π∆ft)
= v1 (t) (2.43)
which is an SSB signal with carrier frequency ∆f (∆f ≪ fa , fb ).
V1 (f )
1
−fb + ∆f −∆f 0 ∆f fb − ∆f
−fa + ∆f fa − ∆f
Figure 2.22: Demodulation of SSB with frequency offset ∆f > 0.
Demodulation in the presence of phase offset.
Consider an SSB signal with M(f ) given by Figure 2.16:
We have
LPF
2s(t) cos(2πfc t + φ) −−−→ Ac m(t) cos(φ)
+ Ac m̂(t) sin(φ)
= v2 (t). (2.45)
Thus v2 (t) exhibits phase distortion:

(
Ac M(f ) exp(−j φ) for f > 0
V2 (f ) = (2.46)
Ac M(f ) exp(j φ) for f < 0
Chapter 2: Linear Modulation - VSB
Vestigial Sideband (VSB)
Bandpass
m(t) s1 (t) VSB signal
filter H(f )
s(t)
Ac cos(2πfc t)
Figure 2.23: Generation of VSB.
SSB cannot be used when M(0) , 0 (see Figure 2.3) and/or

fa = 0 (see Figure 2.16). In such situations, it becomes difficult to
isolate one sideband due to the lack of a transition bandwidth.
Thus VSB is required. See Figures 2.23 and 2.24.
Transmission bandwidth is W + fv .
H(f ) S1 (f ) 1 S1 (f ) H(f )
0 fc
fc − W fc + W
fc − fv fc + fv
Figure 2.24: VSB spectra.
Demodulation of VSB
s(t) v (t) Lowpass vo (t)

filter (LPF)
2 cos(2πfc t)
Figure 2.25: VSB demodulation.
VSB signal is
s(t) = (Ac cos(2πfc t)m(t)) ⋆ h(t)

Ac
⇒ S(f ) = [M(f − fc ) + M(f + fc )] H(f ). (2.47)
2
LPF is ideal with unity gain in [−W , W ].
We have
V (f ) = S(f − fc ) + S(f + fc )
Ac
= [M(f − 2fc ) + M(f )] H(f − fc )
2
Ac
+ [M(f ) + M(f + 2fc )] H(f + fc )
2
Ac
Vo (f ) = M(f ) [H(f − fc ) + H(f + fc )]
2
Ac
= M(f ) (2.48)
2
provided (see Figure 2.26)
H(f − fc ) + H(f + fc ) = 1 for |f | ≤ W . (2.49)
LPF 1
H(f − fc ) H(f + fc )
−W −fv 0 fv W
Figure 2.26: Requirement on H(f ).
Canonical representation of VSB
Since the VSB signal s(t) in Figure 2.23 is bandpass, it can be

written as (see (1.137))
s(t) = sc (t) cos(2πfc t) − ss (t) sin(2πfc t). (2.50)
Clearly
LPF
2s(t) cos(2πfc t) −−−→ sc (t). (2.51)
From Figure 2.25 and (2.48)
Ac
sc (t) = m(t). (2.52)
2
Similarly
LPF
− 2s(t) sin(2πfc t) −−−→ ss (t). (2.53)
Therefore
LPF
j [S(f − fc ) − S(f + fc )] −−−→ Ss (f )
j Ac
⇒ [M(f − 2fc ) + M(f )] H(f − fc )
2
j Ac LPF
− [M(f ) + M(f + 2fc )] H(f + fc ) −−−→ Ss (f )
2
j Ac LPF
⇒ M(f ) [H(f − fc ) − H(f + fc )] −−−→ Ss (f ). (2.54)
2
Let (see Figure 2.27)
Hs (f ) = j [H(f − fc ) − H(f + fc )] . (2.55)
Then from (2.52) and (2.54)
Ac Ac
s(t) = m(t) cos(2πfc t) − (m(t) ⋆ hs (t)) sin(2πfc t). (2.56)
2 2
The phase discrimination method of generating VSB is shown in
Figure 2.28.
LPF 1
H(f − fc )
−W −fv 0 fv W
−H(f + fc )
Hs (f )/j
1
fv f
0
−W −fv W
−1
Figure 2.27: Spectrum of Hs (f ).
m(t) + s(t)
−, + for USB, LSB

(Ac /2) cos(2πfc t)
hs (t) (Ac /2) sin(2πfc t)
ms (t)
Figure 2.28: Phase discrimination method of generating VSB.
Envelope Detetion of VSB plus Carrier
Let
Ac
s(t) = Ac [1 + ka m(t)/2] cos(2πfc t) − ka ms (t) sin(2πfc t). (2.57)
2
The envelope is
q
a(t) = Ac [1 + ka m(t)/2]2 + [ka ms (t)/2]2
ka ms (t)/2 2 
 " # 

 
≈ Ac [1 + ka m(t)/2] 1 + 0.5
 
1 + ka m(t)/2 

 

≈ Ac [1 + ka m(t)/2] . (2.58)
The distortion term in (2.58) is

" #2
ka ms (t)/2
D= (2.59)
1 + ka m(t)/2
which can be minimized by reducing ka and/or ms (t).
Examples
H(f )
video carrier audio carrier
1
USB of video
0.5
f (MHz)
4 MHz
4.5 MHz
0.75 MHz
Figure 2.29: VSB filter for TV.
Chapter 2: Linear Modulation - FDM
Frequency Division Multiplexing (FDM)
FDM is a technique of tramsmitting many message signals using

distinct carrier frequencies, such that there is no overlap of
spectra (see Figure 2.30).
The messages may be modulated using AM, DSB-SC, SSB or
VSB. Non-linear modulation e.g. frequency/phase modulation can
also be used.
Chapter 2: Linear Modulation - FDM
Examples
M2 (f ) (SSB LSB)
M1 (f ) (AM) Mn (f ) (SSB USB)
fc1 fc2 fcn
Figure 2.30: Typical FDM spectrum.
Chapter 3: Non-Linear Modulation
Also known as angle modulation.
Let m(t) denote the message signal and s(t) denote the
modulated signal.
Both m(t) and s(t) are real-valued.
Non-linear modulation implies
m1 (t) → s1 (t)
m2 (t) → s2 (t)
⇒ am1 (t) + bm2 (t) 9 as1 (t) + bs2 (t). (3.1)
The general expression for the modulated signal is
s(t) = Ac cos(θi (t)) (3.2)
where θi (t) denotes the instantaneous phase of s(t).
Chapter 3: Non-Linear Modulation - PM & FM
PM and FM
The instantaneous frequency is given by

1 θi (t))
fi (t) =
2π dt
Z t
⇒ θi (t) = 2π fi (τ) d τ. (3.3)
−∞
It is usually assumed that

Z 0
2π fi (τ) d τ = 2πm (3.4)
−∞
where m is an integer.
Thus Z t
θi (t) = 2π fi (τ) d τ (3.5)
0
In the case of phase modulation
θi (t) = 2πfc t + kp m(t) (3.6)
where kp (radians/volt) is the phase sensitivity of the modulator.

In the case of frequency modulation
fi (t) = fc + kf m(t)
Z t
⇒ θi (t) = 2πfc t + 2π kf m(τ) d τ (3.7)
τ=0
where kf (Hz/volt) is the frequency sensitivity of the modulator.

The frequency deviation of an FM signal is
∆f = max |kf m(t)|. (3.8)
Examples
Consider an PM signal given by (see Figure 3.1)
s(t) = cos(2πfc t + kp m(t)) (3.9)
where kp = 1.6 rad/volt, fc = 5 Hz and
m(t) = Am cos(2πfm t) (3.10)
where Am = 1 volt and fm = 1 Hz.
Examples
0.8
0.6
0.4
0.2
s(t)
−0.2
−0.4
−0.6
−0.8
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
t
Figure 3.1: PM signal.
Examples
Consider an FM signal given by (see Figure 3.2)
Z t !
s(t) = cos 2πfc t + 2πkf m(τ) d τ (3.11)
τ=0
where kf = 1.6 Hz/volt, fc = 5 Hz and
m(t) = Am cos(2πfm t) (3.12)
where Am = 1 volt and fm = 1 Hz. The frequency deviation is

∆f = kf Am Hz.
Examples
The frequency deviation is ∆f = kf Am Hz. The modulation index, when
m(t) is a single tone, is
∆f
β= . (3.13)
fm
Hence
s(t) = Ac cos(2πfc t + β sin(2πfm t)). (3.14)
Examples
0.8
0.6
0.4
0.2
s(t)
−0.2
−0.4
−0.6
−0.8
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
t
Figure 3.2: FM signal.
There is a close relationship between an FM and PM signal, i.e.

an FM signal can be obtained using a phase modulator and a PM
signal can be obtained using a frequency modulator. See
Figure 3.3.
Message Phase FM
Integrator
signal modulator signal
Message Frequency PM
Differentiator
signal modulator signal
Figure 3.3: Generation of FM & PM signals.
Chapter 3: Non-Linear Modulation - NBFM
Narrowband FM (NBFM)
For an arbitrary real-valued message signal m(t), the modulation

index of the FM signal is replaced by the deviation ratio, which is
defined as
∆f |kf m(t)|
D= = max (3.15)
W W
where W is the highest frequency component of the message.
For narrowband FM (see Figure 3.4)
β, Dmax ≪ 1 radian (3.16)
where
∆f
Dmax = (3.17)
fmin
where fmin is the minimum frequency content of the message.
m(t) − s(t)
Integrator
NBFM
+
Ac sin(2πfc t) Ac cos(2πfc t)
Figure 3.4: Generation of NBFM.
Examples
We have
s(t) = Ac cos(2πfc t + β sin(2πfm t))

= Ac cos(2πfc t) cos(β sin(2πfm t))
− Ac sin(2πfc t) sin(β sin(2πfm t))
≈ Ac cos(2πfc t)
− Ac sin(2πfc t)β sin(2πfm t) (3.18)
for β ≪ 1 radian. The phasor diagram of the NBFM signal in (3.18) is

shown in Figure 3.5.
Examples
Ac β sin(2πfm t)
cos(2πfc t)
fc
Ac
sin(2πfc t)
Figure 3.5: Phasor diagram for single tone NBFM.
Examples
Recall that a single-tone AM signal is given by (2.7). The
corresponding phasor diagram is shown in Figure 3.6.
cos(2πfc t)
fc
Ac (1 + µ cos(2πfm t))
Figure 3.6: Phasor diagram for single tone AM.
Chapter 3: Non-Linear Modulation - WBFM
Wideband FM
Consider single tone modulated FM signal given by
s(t) = Ac cos(2πfc t + β sin(2πfm t))

n o
= Ac ℜ e j(2πfc t+β sin(2πfm t)) . (3.19)
The complex envelope is
s̃(t) = Ac e j β sin(2πfm t)
∞
X
= cn e j 2πnfm t (3.20)
n=−∞
since s̃(t) is periodic with period 1/fm .
We have
Z 1/(2fm )
cn = fm s̃(t)e−j 2πnfm t) dt
t=−1/(2fm )
Z 1/(2fm )
= fm Ac e j(β sin(2πfm t)−2πnfm t) dt
t=−1/(2fm )
Ac π
Z
= e j(β sin(x)−nx) dx
2π x=−π
= Ac Jn (β) (3.21)
where Jn (β) is the nth order Bessel function of the first kind and
argument β.
If β is real-valued and n is an integer, Jn (β) is real-valued.
Therefore
 ∞ 

X 
j(2πfc t+2πnfm t) 
 
s(t) = Ac ℜ 
 Jn (β)e 

 
n=−∞
∞
X
= Ac Jn (β) cos(2πfc t + 2πnfm t). (3.22)
n=−∞
The spectrum is
∞
Ac X
S(f ) = Jn (β) [δD (f − fc − nfm ) + δD (f + fc + nfm )] . (3.23)
2 n=−∞
Properties of Bessel functions (note that β is real-valued and
positive)
Jn (β) = (−1)n J−n (β)

Jn (β) = (−1)n Jn (−β). (3.24)
For β → 0+
J0 (β) ≈ 1
β
J1 (β) ≈
2
Jn (β) ≈ 0 for n > 1. (3.25)
Finally, for all β

∞
X
Jn2 (β) = 1. (3.26)
n=−∞
Remarks
From (3.23), the spectrum of the FM signal in (3.19) contains a
carrier component and infinite side frequencies at fc + nfm .
From (3.23) and (3.25), for β → 0+ , the spectrum of the FM signal
in (3.19) contains a carrier component and side frequencies at
fc ± fm .
Using (3.22) and (3.26), the power of the FM signal in (3.19) is
A2c
P= . (3.27)
2
For an arbitrary message signal m(t), the power of the FM signal
is approximately given by (3.27).
The spectrum of (3.19) for various β is shown in Figure 3.7.
Examples
0.8 0.8
0.7 0.7
fm = 1 Hz 0.6
2(∆f + fm ) 0.6 2(∆f + fm ) fm = 1 Hz
∆f = 1 Hz 0.5 0.5
∆f = 1 Hz
β=1 0.4
0.3
0.4
0.3
β=1
0.2 0.2
0.1 0.1
0 0
5 6 7 8 9 10 11 12 13 14 15 5 6 7 8 9 10 11 12 13 14 15
0.6 0.6
0.55 0.55
fm = 1 Hz 0.5
0.45
2(∆f + fm ) 0.5
0.45
2(∆f + fm ) fm = 0.5 Hz
∆f = 2 Hz 0.4
0.35
0.4
0.35 ∆f = 1 Hz
β=2 0.3
0.25
0.3
0.25 β=2
0.2 0.2
0.15 0.15
0.1 0.1
0.05 0.05
0 0
5 6 7 8 9 10 11 12 13 14 15 7.5 8 8.5 9 9.5 10 10.5 11 11.5 12 12.5
Figure 3.7: FM spectrum for varying β and fc = 10 Hz.
Chapter 3: Non-Linear Modulation - Multitone FM
Multitone FM
Consider
s(t) = Ac cos [2πfc t + β1 sin(2πf1 t) + β2 sin(2πf2 t)]

n o
= Ac ℜ s̃1 (t)s̃2 (t)e j 2πfc t (3.28)
where
s̃1 (t) = e j β1 sin(2πf1 t)

X ∞
= Jm (β1 )e j 2πmf1 t
m=−∞
j β2 sin(2πf2 t)
s̃2 (t) = e
X∞
= Jn (β2 )e j 2πnf2 t . (3.29)
n=−∞
Substituting (3.29) in (3.28) we get

 ∞ ∞


 X X 
j 2π(fc +mf1 +nf2 )t 
 
s(t) = Ac ℜ  J (β )J
m 1 n 2 (β )e 

 
m=−∞ n=−∞
∞
X X∞
= Ac Jm (β1 )Jn (β2 ) cos(2π(fc + mf1 + nf2 )t). (3.30)
m=−∞ n=−∞
This is illustrated in Figure 3.8 with −3 ≤ m ≤ 3 and −4 ≤ n ≤ 4.

For this example, the spectrum is not symmetric about fc .
Examples
0.8 0.6
0.55
0.7
β1 = 1 0.6
0.5
0.45 β1 = 0
β2 = 0 0.5
0.4
0.35 β2 = 2
f1 = 1 Hz 0.4
0.3
0.3
0.25 f2 = 2 Hz
0.2
0.2 0.15
0.1
0.1
0.05
0 0
10 12 14 16 18 20 22 24 26 28 30 10 12 14 16 18 20 22 24 26 28 30
0.6
0.55
β1 = 1 0.5
0.45 β2 = 2
f1 = 1 Hz 0.4
0.35 f2 = 2 Hz
0.3
0.25
0.2
0.15
0.1
0.05
0
10 12 14 16 18 20 22 24 26 28 30
Figure 3.8: Spectrum of 2-tone FM with fc = 20 Hz.
Chapter 3: Non-Linear Modulation - FM Bandwidth
Bandwidth of FM
Carson’s rule (two-sided, about carrier frequency)

(
2(∆f + W ) for an arbitrary message
BT ≈ (3.31)
2(∆f + fm ) for a single tone
where W is the highest frequency component in the message and

fm is the frequency of the tone.
1% bandwidth for tone modulation (two-sided, about carrier

frequency): Separation between the two frequencies beyond
which none of the side-frequencies is greater than 1% of the
carrier amplitude obtained when the modulation is removed
BT ≈ 2nmax fm
∆f
= 2nmax (3.32)
β
where nmax is the maximum integer n that satisfies
|Jn (β)| > 0.01. (3.33)
The universal curve for tone modulated FM is plotted in Figure 3.9

and 3.10.
20
18
16
14
BT /∆f
12
10
2
−1 0 1
10 10 10
Figure 3.9: Universal curve for tone modulated FM with 6 points.
20
18
16
14
BT /∆f
12
10
2
−1 0 1
10 10 10
Figure 3.10: Universal curve for tone modulated FM with 60 points.
Chapter 3: Non-Linear Modulation - FM Generation
Generation of FM
Indirect FM (see Figure 3.11)

Here
Z t !
s1 (t) = cos 2πf1 t + 2πkf m(τ) d τ
τ=0
Z t !
s(t) = cos 2πfc t + 2πnkf m(τ) d τ (3.34)
τ=0
where fc = nf1 , n is the frequency multiplication factor.

Frequency multiplication is obtained using a non-linear device with
input-output relation
vo (t) = a1 vi (t) + a2 vi2 (t) + . . . (3.35)
Narrowband FM
Wideband FM
Narrowband
m(t) s1 (t) Frequency signal
Integrator phase
multiplier
modulator s(t)
Figure 3.11: Indirect method of generating wideband FM.
Examples
m(t) Narrowband Frequency Frequency Wideband
Mixer
multiplier multiplier
FM FM
n1 n2
f2
f1
Figure 3.12: Indirect method of generating wideband FM.
See Figure 3.12. The message spectrum extends from 100 Hz to 15

kHz, f1 = 0.1 MHz, f2 = 9.5 MHz. It is required that the output FM
signal has a carrier frequency fc = 100 MHz and a frequency deviation
of 75 kHz. Find n1 and n2 .
Examples
Solution: For narrowband FM with arbitrary message we require (see
(3.16)) Dmax ≪ 1 radian. Let us take Dmax = 0.2 radian. Hence
∆f
0.2 =
fmin
⇒ ∆f = 0.02 kHz (3.36)
where fmin = 0.1 kHz is the minimum frequency content of the

message. Thus, the frequency deviation of the narrowband FM signal
is 0.02 kHz. The frequency deviation of the final FM signal is 75 kHz.
Thus
n1 n2 = 75/0.02 = 3750. (3.37)
Examples
The carrier frequency at the output of the first frequency multiplier is
n1 f1 . The carrier frequency at the output of the second multiplier is
n2 (f2 − n1 f1 ) = 100 MHz (3.38)
assuming f2 > n1 f1 . Note that the mixer eliminates the sum frequency
(f2 + n1 f1 ) and retains the difference frequency component. From
(3.37) and (3.38) we get
n1 = 75
n2 = 50. (3.39)
Direct FM e.g. Hartley oscillator. See Figure 3.13.
Also known as voltage controlled oscillator (VCO).
Disadvantage: carrier frequency is not as accurate and stable as
that obtained from a crystal oscillator.
L1 L2
C(t)
Figure 3.13: Hartley oscillator.
The instantaneous frequency is given by
1
fi (t) = p (3.40)
2π (L1 + L2 )C(t)
where C(t) consists of a fixed capacitor C0 in parallel with a

varactor.
For sinusoidal message we have
C(t) = C0 + ∆C cos(2πfm t). (3.41)
It is assumed that ∆C ≪ C0 . Thus

" #
∆C
fi (t) ≈ f0 1 − cos(2πfm t) (3.42)
2C0
where
1
f0 = p (3.43)
2π (L1 + L2 )C0
is the unmodulated frequency of oscillation.
The frequency deviation is
∆f = f0 ∆C/(2C0 ). (3.44)
Typically narrowband FM is produced. It can be converted to

wideband FM using frequency multipliers and mixers.
Chapter 3: Non-Linear Modulation - FM Demod
Demodulation of FM
Frequency discriminator: consists of slope circuits (see

Figure 3.14) followed by envelope detectors.
We have
(
j 2πa(f − fc + BT /2) for fc − BT /2 ≤ f ≤ fc + BT /2
H1 (f ) =
j 2πa(f + fc − BT /2) for −fc − BT /2 ≤ f ≤ −fc + BT /2
(3.45)
From (1.142), the Fourier transform of the complex envelope is
H̃1 (f ) = H1 (f + fc ) for −BT /2 ≤ f ≤ BT /2

(
j 2πa(f + BT /2) for −BT /2 ≤ f ≤ BT /2
= (3.46)
0 elsewhere.
H1 (f )/j
−fc − BT /2 −fc + BT /2 f
0 fc − BT /2 fc + BT /2
H2 (f )/j
−fc − BT /2 −fc + BT /2 f
0 fc − BT /2 fc + BT /2
Figure 3.14: Frequency response of ideal slope circuits.
The FM signal is given by (3.11).
The complex envelope of the FM signal is
Z t !
s̃(t) = Ac exp j 2πkf m(τ) d τ
τ=0
⇋ S̃(f ). (3.47)
When the FM signal given by (3.11) is input to H1 (f ) in (3.45), the

Fourier transform of the complex envelope of the output is see
(1.144)
S̃1 (f ) = H̃1 (f )S̃(f )

= j 2πa(f + BT /2)S̃(f )
d s̃(t)
⇋a + j πaBT s̃(t). (3.48)
dt
Thus, the complex envelope of the output is
!Z t
s̃1 (t) = j aAc 2πkf m(t) exp j 2πkf m(τ) d τ
τ=0
Z t !
+ j πaBT Ac exp j 2πkf m(τ) d τ
τ=0
" #
2kf m(t)
= πaBT Ac 1 +
BT
Z t !
× exp j 2πkf m(τ) d τ + π/2 . (3.49)
τ=0
From (1.136), the envelope of the output is

2kf m(t)
s̃1 (t) = πaBT Ac 1 + (3.50)
BT

When
2kf m(t)
1+ ≥0 for all t (3.51)
BT
the envelope in (3.50) becomes
" #
2kf m(t)
s̃1 (t) = πaBT Ac 1 + . (3.52)
BT
It can be shown that when the FM signal given by (3.11) is input to

H2 (f ) in Figure 3.14, envelope of the output is
" #
2kf m(t)
s̃2 (t) = πaBT Ac 1 − . (3.53)
BT
Clearly (see Figures 3.15, 3.16 and 3.17)

s̃1 (t) − s̃2 (t) = 4πaAc kf m(t). (3.54)
Envelope
H1 (f )
detector +
s(t) 4πaAc kf m(t)
−
Envelope
H2 (f )
detector
Figure 3.15: Block diagram of frequency discriminator.
R
C2 C
L2
vo (t) ∝ m(t)
s(t)
C1
L1
R
C3 C
L3
Figure 3.16: Circuit diagram of frequency discriminator.
Dot notation for inductor

If the current enters the dot in an inductor, it induces a positive
voltage in the dot of another inductor, due to mutual inductance.
If the current leaves the dot in an inductor, it induces a negative
voltage in the dot of another inductor.
H1 (f ) − H2 (f )
H1 (f )
fc + BT /2 f
fc − BT /2
−H2 (f )
fc
Figure 3.17: Frequency response of frequency discriminator.
Phase locked loop demodulator (see Figure 3.18).

Steady-state analysis.
Let input s(t) be given by
s(t) = Ac sin(2πfc t + φ1 (t)) volt (3.55)
where Z t
φ1 (t) = 2πkf m(τ) d τ. (3.56)
τ=−∞
Mixer
Loop
s(t) e(t) v (t)
LPF filter
h(t)
r (t)
VCO
Figure 3.18: Block diagram of PLL.
The voltage controlled oscillator (VCO) output is
r (t) = Av cos(2πfc t + φ2 (t)) volt (3.57)
where Z t
φ2 (t) = 2πkv v(τ) d τ (3.58)
τ=−∞
where kv is the frequency sensitivity of the VCO in Hz/volt and v(·)
is the control signal at the VCO input.
The LPF output is
e(t) = Ac Av km sin(φ1 (t) − φ2 (t)) volt (3.59)
where km volt−1 is the multiplier gain (a factor of 1/2 is absorbed

in km ).
The loop filter output is (h(t) is dimensionless)
Z ∞
v(t) = e(τ)h(t − τ) d τ volt. (3.60)
τ=−∞
Let
φe (t) = φ1 (t) − φ2 (t)

Z t
⇒ φe (t) = φ1 (t) − 2πkv v(τ) d τ
τ=−∞
d φe (t) d φ1 (t)
⇒ = − 2πkv v(t)
dt dt Z ∞
d φe (t) d φ1 (t)
⇒ = − 2πK0 sin(φe (τ))h(t − τ) d τ (3.61)
dt dt τ=−∞
where
K0 = km kv Ac Av Hz. (3.62)
Under steady-state
φe (t) ≪ 1 radian (3.63)
for all t, therefore
sin(φe (t)) ≈ φe (t) (3.64)
for all t.
Hence, the last equation in (3.61) can be written as
Z ∞
d φe (t) d φ1 (t)
= − 2πK0 φe (τ)h(t − τ) d τ. (3.65)
dt dt τ=−∞
Taking the Fourier transform of both sides of (3.65) we get:
j 2πf Φe (f ) = j 2πf Φ1 (f ) − 2πK0 Φe (f )H(f )

j f Φ1 (f )
⇒ Φe (f ) =
j f + K0 H(f )
Φ1 (f )
⇒ Φe (f ) = . (3.66)
1 + K0 H(f )/(j f )
The open loop transfer function is defined as
K0 H(f )
L(f ) = . (3.67)
jf
Now φ1 (t) is bandlimited to [−W , W ]. It will be shown later that

φ2 (t) is also bandlimited to [−W , W ]. Therefore, both φe (t) and
h(t) are bandlimited to [−W , W ].
If
K0 H(f )
≫ 1 for |f | < W (3.68)
f

then the last equation in (3.66) reduces to

j f Φ1 (f )
Φe (f ) = . (3.69)
K0 H(f )
The Fourier transform of (3.59), after applying (3.64), is
E (f ) = Ac Av km Φe (f ) (3.70)
The Fourier transform of (3.60) is (using (3.62), (3.69) and (3.70)
V (f ) = E (f )H(f )
= j Ac Av km f Φ1 (f )/K0
= (j f /kv ) Φ1 (f ). (3.71)
The inverse Fourier transform of (3.71) gives
1 d φ1 (t)
v(t) =
2πkv dt
k
= f m(t). (3.72)
kv
From (3.58) and (3.72) it is clear that v(t) and φ2 (t) are
bandlimited to [−W , W ].
Examples
First-order PLL (H(f ) = 1). Hence
Φ1 (f )
Φe (f ) = . (3.73)
1 + K0 /(j f )
We have
⇒ s(t) = Ac sin(2πfc t + β sin(2πfm t))
⇒ φ1 (t) = β sin(2πfm t). (3.74)
Examples
From (3.73)
φe (t) = φe0 cos(2πfm t + ψ) (3.75)
where
∆f /K0
φe0 = p
1 + (fm /K0 )2
ψ = − tan−1 (fm /K0 ) (3.76)
where ∆f = βfm .
From (3.63), we require φe (t) ≪ 1 for all t, hence
φe0 ≪ 1
⇒ ∆f /K0 ≪ 1. (3.77)
Examples
From (3.59), (3.60), (3.75) and (3.76)
K0
v(t) = φe (t)
kv
= A0 cos(2πfm t + ψ) (3.78)
where
∆f /kv
A0 = p (3.79)
1 + (fm /K0 )2
and ψ is given by (3.76).
For minimizing phase change in v(t)
ψ≈0
⇒ fm ≪ K0 . (3.80)
Examples
From (3.79) we see that A0 is maximum at fm = 0 and falls by 3 dB
at fm = K0 .
Thus, the loop bandwidth of the 1st-order PLL is K0 .
We now wish to evaluate the frequency range over which the loop
will hold lock, assuming a step change in frequency, as given by
m(t) = u(t)
⇒ φ1 (t) = 2πft (3.81)
where u(t) is the unit step and kf = f Hz/volt.
Examples
From (3.61)
d φe (t) d φ1 (t)
= − 2πK0 sin(φe (t)). (3.82)
dt dt
Under steady-state, we expect d φe (t)/dt to go to zero. Hence
d φ1 (t)
= 2πK0 sin(φe (t))
dt
⇒ 2πf = 2πK0 sin(φe (t)). (3.83)
From (3.83), clearly we require f ≤ K0 .

Thus, the hold-in frequency range of the 1st-order PLL is K0
Chapter 4: Random Variables & Random Processes
Probability
The probability of an event is a nonnegative real number less than or
equal to one.
Examples
The outcome of tossing a fair coin is
P(H) = P(T ) = 1/2 (4.1)
where P(·) denotes probability, H denotes “head” and T denotes “tail”.

Thus, the probability of occurrence of head or tail is 1/2. In other
words, head or tail is equiprobable.
Chapter 4: RV & RP: Random Variables
Random Variables
A discrete random variable takes values from a finite set with finite
probability.
A continuous random variable can take any value in a given
observation interval. It is characterized by a probability density
function (pdf).
Examples
The outcome of tossing a fair coin is
P(X = H) = P(X = T ) = 1/2 (4.2)
where X denotes a discrete random variable. The sum of the

probabilities of all events in a set is equal to one.
Examples
fX (x)
1/2
x
−1 0 1
Figure 4.1: A uniformly distributed RV.
Similarly, a uniformly distributed continuous RV in [−1, 1] is given by

the pdf (see Figure 4.1)
(
1/2 for −1 < x < 1
fX (x) = (4.3)
0 otherwise
where X denotes a continuous random variable and fX (x) is the pdf.

For brevity, sometimes fX (x) is denoted by f (x).
Properties of the PDF
PDF is real-valued and non-negative, that is
fX (x) ≥ 0. (4.4)
Area under the pdf is one, that is

Z ∞
fX (x) dx = 1. (4.5)
x=−∞
We have Z x2
fX (x) dx = P(x1 ≤ X ≤ x2 ). (4.6)
x=x1
Cummulative Distribution Function (CDF)
CDF is defined as
Z x
FX (x) = fX (α) d α
α=−∞
= P(X ≤ x). (4.7)
From (4.4) and (4.5) we have
0 ≤ FX (x) ≤ 1. (4.8)
FX (x) is a monotone non-decreasing function of x, that is
x1 < x2
⇒ FX (x1 ) ≤ FX (x2 ). (4.9)
We also have from (4.7)
dFX (x)
fX (x) = (4.10)
dx
provided the derivative exists, and from (4.6)
P(x1 ≤ X ≤ x2 ) = FX (x2 ) − FX (x1 ). (4.11)
Two Random Variables
The joint PDF of two continuous RVs is denoted by fXY (x, y).
As before, we have
fXY (x, y) ≥ 0
Z ∞ Z ∞
fXY (x, y) dx dy = 1. (4.12)
x=−∞ y =−∞
The joint CDF of two continuous RVs is given by
FXY (x, y) = P(X ≤ x, Y ≤ y)

Z x Z y
= fXY (α, β) d α d β. (4.13)
α=−∞ β=−∞
Conversely
∂2 FXY (x, y)
fXY (x, y) = (4.14)
∂x∂y
provided the partial derivatives exist.
Marginal Densities
Given two continuous RVs X and Y with joint pdf fXY (x, y), the
marginal densities fX (x) and fY (y) are given by
Z ∞
fX (x) = fXY (x, β) d β
β=−∞
Z ∞
fY (y) = fXY (α, y) d α. (4.15)
α=−∞
Conditional Densities
Given two continuous RVs X and Y with joint pdf fXY (x, y), the
conditional densities fY |X (y|x) and fX |Y (x|y) are given by
fXY (x, y)
fY |X (y|x) =
fX (x)
fXY (x, y)
fX |Y (x|y) = (4.16)
fY (y)
provided fX (x), fY (y) > 0.

We have
fY |X (y|x), fX |Y (y|x) ≥ 0. (4.17)
Also
R∞
Z ∞ f (x,
y =−∞ XY
y) dy
fY |X (y|x) dy =
y =−∞ fX (x)
= 1. (4.18)
Similarly
R∞
Z ∞ f (x, y) dx
x=−∞ XY
fX |Y (x|y) dx =
x=−∞ fY (y)
= 1. (4.19)
Statistical Independence
Two continuous RVs X and Y are said to be statistically

independent if
fXY (x, y) = fX (x)fY (y)

⇒ fY |X (y|x) = fY (y)
fX |Y (x|y) = fX (x). (4.20)
Statistical Averages
The mean of a continuous RV X is defined as

Z ∞
mX = E [X ] = xfX (x) dx. (4.21)
x=−∞
In general Z ∞
E [g(X )] = g(x)fX (x) dx (4.22)
x=−∞
where g(X ) is a function of X .
When g(X ) = X n , we get the nth moment of X . When n = 2 we
get the mean-square value of X .
The nth central moment of X is defined as

Z ∞
n
E [(X − mX ) ] = (x − mX )n fX (x) dx. (4.23)
x=−∞
When n = 2, we get the variance of X denoted by σ2X . The

variance controls the width of the pdf about the mean.
Note that
σ2X = E [X 2 ] − mX2 . (4.24)
The standard deviation of X is σX .
Chebyshev Inequality
Given an RV X with mean mX , and a positive real number ǫ
P [|X − mX | ≥ ǫ] ≤ σ2X /ǫ 2 . (4.25)
Proof: We have
Y = X − mX
⇒ E [Y ] = 0
E [Y 2 ] = σ2X . (4.26)
Let (see Figure 4.2)

(
1 for |y| ≥ ǫ
g(y) = (4.27)
0 otherwise.
3.5
(y /ǫ)2 3
2.5
1.5
g(y )
1
0.5
0 y
0
Figure 4.2: Plots of (y /ǫ)2 and g(y ).
Clearly
(y/ǫ)2 ≥ g(y)
h i
⇒ E (Y /ǫ)2 ≥ E [g(Y )]
⇒ (σX /ǫ)2 ≥ P(|Y | ≥ ǫ)
⇒ (σX /ǫ)2 ≥ P(|X − mX | ≥ ǫ). (4.28)
Characteristic Function
The characteristic function ΦX (v) of an RV X is
h i
ΦX (v) = E e j vX
Z ∞
= e j vx fX (x) dx (4.29)
x=−∞
which is similar to the Fourier transform of fX (x). Conversely

Z ∞
1
fX (x) = ΦX (v)e−j vx dv. (4.30)
2π x=−∞
We also have
nΦ

n nd X (v)
E [X ] = (−j) . (4.31)
dv n v =0

Joint Moments
The joint moments of two RVs X , Y is

h i Z ∞ Z ∞
E XjY k = x j y k fXY (x, y) dx dy. (4.32)
x=−∞ y =−∞
For j = k = 1 we get the correlation given by E [XY ].

The covariance of two RVs X and Y is given by
cov[XY ] = E [(X − mX )(Y − mY )] = E [XY ] − mX mY (4.33)
where mX , mY denote the means of X , Y respectively.
The coefficient of correlation is defined as

cov[XY ]
ρ= (4.34)
σX σY
where σX , σY denote the standard deviation of X , Y respectively.

Note that 0 ≤ |ρ| ≤ 1.
Two RVs X and Y are uncorrelated if and only if cov[XY ] = 0.
Two RVs X and Y are orthogonal if and only if E [XY ] = 0.
Remark
If two RVs X and Y are independent, they are uncorrelated. However,
if they are uncorrelated, they are not necessarily independent.
Examples
Let
X = cos(θ) Y = sin(θ) (4.35)
where θ is uniformly distributed in [0, 2π). Clearly
E [X ] = E [Y ] = E [XY ] = 0. (4.36)
Thus X and Y are uncorrelated, but not independent since
X 2 + Y 2 = 1. (4.37)
Transformation of RVs
Consider the one-to-one transformation (see Figure 4.3)
Y = g(X ) (4.38)
where g(X ) is a monotonically decreasing function.

We have (note that dy is negative)
P(x ≤ X ≤ x + dx) = P(y + dy ≤ Y ≤ y)

⇒ fX (x) dx = −fY (y) dy

fX (x)
⇒ fY (y) = (4.39)
−dy/dx x=g −1 (y )

where g −1 (y) , 1/(g(y)) is the inverse transformation.
y = g(x)
x x + dx x
y
y + dy
Figure 4.3: A monotonically decreasing 1-to-1 transformation.
Consider the one-to-one transformation (see Figure 4.4)
Y = g(X ) (4.40)
where g(X ) is a monotonically increasing function.

We have
P(x ≤ X ≤ x + dx) = P(y ≤ Y ≤ y + dy)

⇒ fX (x) dx = fY (y) dy

fX (x)
⇒ fY (y) = (4.41)
dy/dx x=g −1 (y )

where g −1 (y) , 1/(g(y)) is the inverse transformation.
x + dx
x x
y + dy
y = g(x)
Figure 4.4: A monotonically increasing 1-to-1 transformation.
To summarize, for a monotonic one-to-one transformation

fX (x)
fY (y) = . (4.42)
|dy/dx| x=g −1 (y )

Examples
Let Θ denote a uniformly distributed RV in [0, 2π). Let
Y = −Θ/π + 1. (4.43)
Clearly

fΘ (θ)
fY (y) = = 1/2 for −1 < y ≤ 1. (4.44)
|dy/d θ| θ=−π(y −1)

Consider the many-to-one transformation in Figure 4.5.

We have (note that dx2 is negative)
2
X
P(xi ≤ X ≤ xi + dxi ) = P(y ≤ Y ≤ y + dy)
i=1
2
X
⇒ fX (xi ) |dxi | = fY (y) dy
i=1
2
X fX (xi )
⇒ fY (y) = (4.45)
|dy/dxi | xi =g −1 (y )

i=1 i
where gi−1 (y) is the i th inverse transformation.
y = g(x)
y + dy
y
x
x2 + dx2 x2 x1 x1 + dx1
Figure 4.5: A many-to-one transformation.
Examples
Let
fX (x) = 0.5 exp(−|x|) for −∞ < x < ∞, x , 0 (4.46)
and Y = X 2 . We have

fX (x) fX (x)
fY (y) = +
|dy/dx| x= √y |dy/dx| x=− √y

0.5 √
= √ exp(− y) for y > 0. (4.47)
y
Transformation of 2 RVs
Consider the one-to-one transformation
U = g1 (X , Y )
V = g2 (X , Y ). (4.48)
We have
P(u ≤ U ≤ u + du,v ≤ V ≤ v + dv)

= P(x ≤ X ≤ x + dx, y ≤ Y ≤ y + dy)
⇒ fUV (u, v) dAUV = fXY (x, y) dAXY (4.49)
where dAUV , dAXY denote incremental areas in UV and XY

domains respectively.
Consider Figure 4.6.
A change of du in u results in a change (∂x/∂u) du in x and a
change (∂y/∂u) du in y.
A change of dv in v results in a change (∂x/∂v) dv in x and a
change (∂y/∂v) dv in y.
Now
dAUV = du dv
dAXY = Area of parallelogram ABCD

(∂x/∂u)du (∂x/∂v) dv
=
(∂y/∂u)du (∂y/∂v) dv
(4.50)
where | · | denotes the determinant.
v y C
D
(∂y /∂v ) dv
B
dv
(∂x/∂v ) dv
du A (∂y /∂u) du
u (∂x/∂u) du x
(a) (b)
Figure 4.6: Elemental areas in UV and XY domains.
The Jacobian is defined as

dAXY
J=
dAUV

∂x/∂u ∂x/∂v
= (4.51)
∂y/∂u ∂y/∂v
where | · | denotes the determinant.

Finally, we have

fUV (u, v) = fXY (x, y) |J|x=h (4.52)
1 (u, v ), y =h2 (u, v )
where | · | denotes the absolute value, and h1 (u, v), h2 (u, v) are
the inverse transformations.
Examples
Let
x2 + y2
!
1
fXY (x, y) = exp − for −∞ < x, y < ∞. (4.53)
2πσ2 2σ2
Consider the transformation
R2 = X 2 + Y 2
Y
tan(Θ) =
X
⇒ X = R cos(Θ)
Y = R sin(Θ) (4.54)
where R ≥ 0 and Θ is uniformly distributed in [0, 2π).
Examples
The Jacobian is

∂x/∂r ∂x/∂θ cos(θ) −r sin(θ)
J = = = r. (4.55)
∂y/∂r ∂y/∂θ sin(θ) r cos(θ)
Therefore

fRΘ (r , θ) = r fXY (x, y)x=r cos(θ), y =r sin(θ)
−r 2
!
r
= exp . (4.56)
2πσ2 2σ2
Examples
Now
Z 2π
fR (r ) = fRΘ (r , θ) d θ
θ=0
−r 2
!
r
= 2 exp for r ≥ 0 (4.57)
σ 2σ2
which is the Rayleigh pdf.
PDF of the sum of 2 Independent RVs
Consider two independent RVs X , Y with joint pdf fXY (x, y). Let
Z = X + Y. (4.58)
We wish to find out the pdf of Z .

The characteristic function of Z is (using (4.20) and (4.29)
h i
ΦZ (v) = E e j vZ
h i
= E e j v (X +Y )
Z ∞ Z ∞
= e j v (X +Y ) fX (x)fY (y) dx dy
x=−∞ y =−∞
= ΦX (v)ΦY (v). (4.59)
Thus, the characteristic function of Z is the product of the

characteristic function of X and Y .
Since the characteristic function (see (4.29)) is similar to the
Fourier transform of a pdf, the product of two characteristic
functions is equivalent to convolution of the two pdfs (see (1.46)).
The Gaussian PDF
An RV X is said to be Gaussian if its pdf is

 
1  −(x − mX )2 
fX (x) = √ exp   (4.60)
σX 2π 2σ2X
where
mX = E [X ]
h i
σ2X = E (X − mX )2 (4.61)
is the mean and the variance of X .
The characteristic function of a Gaussian RV X is

Z ∞  
1  −(x − mX )2 
ΦX (v) = √ exp   exp (−j vx) dx
σX 2π x=−∞ 2σ2X
 h 2 2 2
i
 − (x − m1 ) + mX − m1 
Z ∞
1
= √ exp   dx
σX 2π x=−∞ 2σ2X
 h 2 i
 − mX − m12 
= exp  
2σ2X 

= exp j mX v − v 2 σ2X /2 (4.62)
where
m1 = mX + j vσ2X . (4.63)
The joint pdf of two Gaussian RVs X and Y is
 2 2 
1  σY X1 − 2βX1 Y1 + σ2X Y12 
fXY (x, y) = exp −  (4.64)
2πα 2α2 
where
q
α = σX σY 1 − ρ2
β = ρσX σY
ρ = E [X1 Y1 ]/(σX σY )
X 1 = X − mX
Y 1 = Y − mY (4.65)
where mX , mY denote the mean and σ2X , σ2Y denote the variance
of X , Y respectively.
Caution
X and Y are jointly Gaussian only when |ρ| , 1.
The joint characteristic function of two Gaussian RVs X and Y is

Z ∞ Z ∞
ΦXY (v1 , v2 ) = e j v1 x e j v2 y fXY (x, y) dx dy
x=−∞ y =−∞
= exp (j a − b/2) (4.66)
where fXY (x, y) is given by (4.64) and
a = mX v1 + mY v2
b = σ2X v12 + 2βv1 v2 + σ2Y v22 (4.67)
where β is given by (4.65).
Multivariate Gaussian Distribution
Denote a vector containing real-valued Gaussian RVs as

h iT
X = X1 . . . Xn (4.68)
n×1
The vector containing the real-valued mean values is

h iT
E [X] = m1 . . . mn = mX . (4.69)
n×1
The covariance matrix is defined as
R = E (X − mX ) (X − mX )T .
h i
(4.70)
The joint pdf of X1 , . . . , Xn is given by

!
1 1 T −1
fX (x) = p exp − (x − mX ) R (x − mX ) (4.71)
(2π)n |R| 2
where |R| is the determinant of R and

h iT
x = x1 . . . xn . (4.72)
n×1
Caution
X1 , . . . , Xn are jointly Gaussian only when |R| , 0.
Chernoff Bound for Gaussian RV

Let X be N (mX , σ2X ).
Let Y = X − mX . Then Y is N (0, σ2X ).
We wish to compute P(Y ≥ δ) where δ > 0.
This is also known as the tail probability.
This does not have a closed form solution.
Let (
1 for y ≥ δ
g(y) = (4.73)
0 otherwise
2.5
2
eν(y −δ)
1.5
0.5 g(y )
0 y
0
Figure 4.7: Derivation of the Chernoff bound.

Clearly, for ν > 0 (see Figure 4.7)
g(y) ≤ eν(y −δ)

h i
⇒ E [g(Y )] ≤ E eν(Y −δ)
h i
⇒ P(Y ≥ δ) ≤ E eν(Y −δ) . (4.74)
The best approximation to the required probability is obtained

when the right hand side of (4.74) is minimized with respect to ν.

Thus
d h ν(Y −δ) i
E e =0
d ν" #
d ν(Y −δ)
⇒E e =0
dν
h i
⇒ E (Y − δ)eν(Y −δ) = 0
Z ∞
⇒ (Y − δ)eν(Y −δ) fY (y) dy = 0
y =−∞
⇒ νopt = δ/σ2X . (4.75)

Substituting (4.75) in (4.74) we obtain
h i
P(Y ≥ δ) ≤ E eνopt (Y −δ)
Z ∞    
1  y 2   δ2 
⇒ √ exp − 2  dy ≤ exp − 2 
σX 2π y =δ 2σ 2σX
 sX   
1  δ 2 
  δ2 
⇒ erfc   ≤ exp −
  (4.76)
2 2σ2X  2σ2X

where erfc(·) is the complementary error function.
Chapter 4: RV & RP: Random Processes
Random Processes (RP)
Simple definition: RVs combined with functions of time.

Conversely, if an RP is observed at a particular time instant, we
get an RV.
Examples
Consider the RP given by (see Figure 4.8)
X (t) = Ac cos(2πfc t + Θ) (4.77)
where Θ is uniformly distributed in [0, 2π). Here x1 (t), x2 (t) and x3 (t)
are samples functions of X (t). There may exist infinite sample
functions. Moreover, X (t0 ) is an RV having its own pdf.
Examples
1
θ=0
x1 (t)
0
t
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
θ = π/4
x2 (t)
0
t
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
0.5
θ = 5π/4
x3 (t)
0 t
−0.5
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1
t = t0
Figure 4.8: Illustration of a random process.
Let X (t1 ), . . . , X (tk ) denote a set of RVs.

Let x1 , . . . , xk denote particular values taken by the respective
RVs.
Let
h iT
X(t) = X (t1 ) . . . X (tk )
h iT
x = x1 . . . xk
h iT
t = t1 . . . tk . (4.78)
Then the joint pdf of X(t) is denoted by fX(t) (x).
Chapter 4: RV & RP: Stationarity
Stationarity
An RP is strictly stationary if the joint pdf is invariant under shifts

of the time origin, that is, for a scalar T
fX(t) (x) = fX(t+T ) (x) (4.79)
where h iT
t + T = t1 + T . . . tk + T (4.80)
for all k, tk and T .
Chapter 4: RV & RP: Stationarity
Wide Sense Stationarity (WSS)
Most RPs satisfy (4.79) only for k = 1, 2 (WSS).

For k = 1 we have for all t1 , T
fX (t1 ) (x) = fX (t1 +T ) (x) (4.81)
which implies that the pdf is independent of time.

For k = 2 we have for all t1 , t2 , T and T = −t1 , −t2
fX (t1 ), X (t2 ) (x1 , x2 ) = fX (t1 +T ), X (t2 +T ) (x1 , x2 )

= fX (0), X (t2 −t1 ) (x1 , x2 )
= fX (t1 −t2 ), X (0) (x1 , x2 ). (4.82)
Hence the joint pdf depends only on the time difference.
Chapter 4: RV & RP: Mean, Correlation, Covariance
Mean, Correlation & Covariance
Consider a real-valued RP X (t).

The mean is
mX (tk ) = E [X (tk )]
Z ∞
= xfX (tk ) (x) dx. (4.83)
x=−∞
The autocorrelation is
RX (tk , ti ) = E [X (tk )X (ti )]

Z ∞ Z ∞
= xyfX (tk ), X (ti ) (x, y) dx dy. (4.84)
x=−∞ y =−∞
The autocovariance is
KX (tk , ti ) = E [(X (tk ) − mX (tk )) (X (ti ) − mX (ti ))]

= E [X (tk )X (ti )] − mX (tk )mX (ti ). (4.85)
If X (t) is real-valued and WSS
mX (tk ) = mX
RX (tk , ti ) = RX (|tk − ti |)
KX (tk , ti ) = KX (|tk − ti |). (4.86)
If X (t) is real-valued and WSS, we can also write
RX (τ) = E [X (t)X (t − τ)]

KX (τ) = RX (τ) − mX2 . (4.87)
Properties of the Autocorrelation
X (t) is real-valued and WSS.

The mean-squared value of X (t) is
RX (0) = E [X 2 (t)]. (4.88)
Even function of τ.
RX (τ) = RX (−τ). (4.89)
We have
RX (0) ≥ RX (τ) . (4.90)
Proof
Note that
E (X (t) ± X (t − τ))2 ≥ 0
h i
h i h i
⇒ E X 2 (t) + E X 2 (t − τ) ≥ ∓2E [X (t)X (t − τ)]
⇒ 2RX (0) ≥ ∓2RX (τ)

⇒ R (0) ≥ R (τ) .
X X (4.91)
Examples
Sine Wave with Random Phase
Let
X (t) = Ac cos(2πfc t + Θ) (4.92)
where Θ is uniformly distributed in [0, 2π). The mean of X (t) is
Z 2π
E [X (t)] = Ac cos(2πfc t + θ) d θ
θ=0
=0
= mX . (4.93)
Examples
The autocorrelation of X (t) is
RX (τ) = E [X (t)X (t − τ)]

Z 2π
2
= Ac cos(2πfc t + θ) cos(2πfc (t − τ) + θ) d θ
θ=0
A2c
= cos(2πfc τ). (4.94)
2
From (4.93) and (4.94) we find that the mean of X (t) is independent of
time and the autocorrelation depends only on the time difference τ.
Therefore X (t) is WSS.
Examples
Random Binary Wave
Let X (t) be given by

∞
X
X (t) = Sk p(t − kT − α) (4.95)
k =−∞
where Sk is a discrete RV taking values ±A (known as the binary

phase shift keyed (BPSK) constellation) with equal probability, T is the
“bit” duration (1/T is the bit-rate), α is a random timing phase uniformly
distributed in [0, T ) and p(t) is a real-valued pulse. Sk and α are
mutually independent and Sk is independent over k.
Examples
x1 (t)
A A A A A A α=0
t
0
−A −A −A −A
p(t)
1
t
0 T −A A
0
BPSK constellation
Figure 4.9: A sample function of the random binary wave.
Examples
The mean of X (t) is given by
∞
X
E [X (t)] = E [Sk ]E [p(t − kT − α)]
k =−∞
=0 (4.96)
since
E [Sk ] = AP(A) + (−A)P(−A)

= 0. (4.97)
Examples
The autocorrelation of X (t) is
 ∞ ∞

 X X 
E [X (t)X (t − τ)] = E   Sk p(t − kT − α) Sl p(t − τ − lT − α)
k =−∞ l=−∞
∞
X ∞
X
= E [Sk Sl ] E [p(t − kT − α)p(t − τ − lT − α)]
k =−∞ l=−∞
X∞
2
=A E [p(t − kT − α)p(t − τ − kT − α)]
k =−∞
∞ T
A2 X Z
= p(t − kT − α)p(t − τ − kT − α) d α.
T α=0
k =−∞
(4.98)
Examples
In (4.98) we have used the following relation
E [Sk Sl ] = A2 δK (k − l) (4.99)
where δK (·) is the Kronecker delta function defined in (1.4).

Substituting t − kT − α = β in (4.98) we get
∞ Z t−kT
A2 X
E [X (t)X (t − τ)] = p(β)p(β − τ) d β
T
k =−∞ β=t−kT −T
A2 ∞
Z
= p(β)p(β − τ) d β
T β=−∞
A2
= Rp (τ). (4.100)
T
Examples
In (4.100), Rp (τ) is the autocorrelation of p(t). Since the mean of X (t)
in (4.95) is independent of time and the autocorrelation depends only
on the time lag, X (t) is WSS.
Crosscorrelation Functions
Let X (t), Y (t) denote two real-valued RPs with autocorrelations

RX (t, u), RY (t, u) respectively.
The two crosscorrelation functions can be defined as
RXY (t, u) = E [X (t)Y (u)]

RYX (t, u) = E [Y (t)X (u)]. (4.101)
The correlation matrix of RPs X (t), Y (t) is defined as

" #
RX (t, u) RXY (t, u)
R(t, u) = . (4.102)
RYX (t, u) RY (t, u)
When X (t), Y (t) are each WSS

" #
RX (t − u) RXY (t − u)
R(t, u) = . (4.103)
RYX (t − u) RY (t − u)
Thus X (t), Y (t) are also jointly WSS (crosscorrelation depends

only on the time difference).
When X (t), Y (t) are real-valued and WSS we have
RXY (τ) = RYX (−τ). (4.104)
Two WSS RPs X (t), Y (t) are uncorrelated if
RXY (τ) = RYX (τ) = 0. (4.105)
Chapter 4: RV & RP: Time Averages & Ergodicity
Let x(t) denote a sample function of a real-valued, WSS RP X (t).

The time averaged mean is
T
1
Z
x(t) = lim

x(t) dt. (4.106)
T →∞ 2T t=−T
The time averaged autocorrelation is

T
1
Z
x(t)x(t − τ) = lim x(t)x(t − τ) dt. (4.107)

T →∞ 2T t=−T
Let mX and RX (τ) denote the ensemble mean and autocorrelation

of X (t), obtained using E [·].
X (t) is ergodic in the mean if
x(t) = mX . (4.108)

X (t) is ergodic in the autocorrelation if
x(t)x(t − τ) = RX (τ). (4.109)

Remarks
An RP is said to be ergodic in the most general form if all its
statistical properties can be estimated from a sample function.
It is necessary for an RP to be strictly stationary for it to be
ergodic.
However, all strictly stationary RPs are not ergodic.
Time averages are obtained from the horizontal direction.
Ensemble averages are obtained from the vertical direction.
Examples
Example 1
Let
X (t) = A cos(2πfc t + Θ). (4.110)
A sample function of X (t) is
x(t) = A cos(2πfc t + θ). (4.111)
Examples
Clearly
T
1
Z
x(t) = lim A cos(2πfc t + θ) dt

T →∞ 2T t=−T
=0
= mX . (4.112)
Therefore from (4.93) and (4.112), X (t) is ergodic in the mean.
Examples
Similarly
A2 T
Z
x(t)x(t − τ) = lim cos(2πfc t + θ) cos(2πfc (t − τ) + θ) dt

T →∞ 2T t=−T
A2
= cos(2πfc τ)
2
= RX (τ). (4.113)
Therefore from (4.94) and (4.113), X (t) is ergodic in the

autocorrelation.
Examples
Example 2
Let X (t) = Y where Y is an RV with
E [Y ] = mY
E [Y 2 ] = αY . (4.114)
We have
E [X (t)] = mY
E [X (t)X (t − τ)] = αY . (4.115)
Thus X (t) is WSS.
Examples
Let us now consider a particular realization of X (t), say x(t) = y,
where y is a particular value taken by Y . We have
x(t) = y

, mY
x(t)x(t − τ) = y 2

, αY . (4.116)
Therefore from (4.115) and (4.116), X (t) is neither ergodic in the mean
nor in the autocorrelation.
Examples
Example 3
Let
X (t) = A cos(ωt) + B sin(ωt) (4.117)
where A, B are each N (0, σ2 ) and mutually independent. We have
E [X (t)] = 0
E [X (t)X (t − τ)] = σ2 cos(ωτ). (4.118)
Thus X (t) is WSS.
Examples
Let us now consider a particular realization of X (t) say
x(t) = a cos(ωt) + b sin(ωt) (4.119)
where a, b are particular values of A, B respectively. We have
x(t) = 0

a2 + b 2
x(t)x(t − τ) = cos(ωτ). (4.120)

2
Thus from (4.118) and (4.120), X (t) is ergodic in the mean but not in
the autocorrelation.
Chapter 4: RV & RP: Filtered RP
Transmission of RP through a Filter
Let X (t) denote a real-valued, WSS RP with mean mX and

autocorrelation RX (τ).
If X (t) is passed through an LTI filter with real-valued impulse
response h(t), the output is
Z ∞
Y (t) = h(τ)X (t − τ) d τ. (4.121)
τ=−∞
Clearly
Z ∞
E [Y (t)] = h(τ)E [X (t − τ)] d τ
τ=−∞
= mX H(0) = mY (4.122)
where H(f ) is the Fourier transform of h(t).

Chapter 4: RV & RP: Filtered RP
Similarly
"Z ∞
E [Y (t)Y (t − τ)] = E h(α)X (t − α) d α
α=−∞
Z ∞ #
h(β)X (t − τ − β) d β
β=−∞
Z ∞ Z ∞
= h(α)h(β)
α=−∞ β=−∞
× E [X (t − α)X (t − τ − β)] d α d β
Z ∞ Z ∞
= h(α)h(β)RX (τ + β − α) d α d β
α=−∞ β=−∞
= RY (τ). (4.123)
Chapter 4: RV & RP: PSD
Fourier transform of the autocorrelation of an RP.

The Fourier transform of RY (τ) in (4.123) is
Z ∞ Z ∞ Z ∞
RY (τ) ⇋ h(α)h(β)RX (τ + β − α) d α d β
τ=−∞ α=−∞ β=−∞
−j 2πf τ
×e dτ
Z ∞ Z ∞
= h(α)h(β) d α d β
α=−∞ β=−∞
Z ∞
× RX (τ + β − α)e−j 2πf τ d τ
τ=−∞
= SY (f ). (4.124)
Substituting
τ+β−α=γ (4.125)
in (4.124) we obtain
Z ∞ Z ∞
SY (f ) = h(α)h(β) d α d β
α=−∞ β=−∞
Z ∞
× RX (γ)e−j 2πf (γ+α−β) d γ
γ=−∞
2
= SX (f ) H(f ) (4.126)
where SX (f ) is the psd of X (t) and h(·) is assumed to be

real-valued.
Properties of the PSD
The psd SX (f ) and the autocorrelation RX (τ) of a WSS RP X (t)

form a Fourier transform pair (Weiner-Khintchine relation).
We have Z ∞
SX (0) = RX (τ) d τ. (4.127)
τ=−∞
Conversely Z ∞
RX (0) = SX (f ) df . (4.128)
f =−∞
The psd of a WSS RP X (t) is always real-valued and

non-negative, since RX (0) ≥ 0.
The psd of a real-valued WSS RP X (t) is an even function of
frequency, that is
SX (f ) = SX (−f ). (4.129)
Examples
Example 1
For the sine wave with random phase, we have from (4.94)
X (t) = Ac cos(2πfc t + Θ)
A2c
RX (τ) = cos(2πfc τ)
2
A2
SX (f ) = c [δD (f − fc ) + δD (f + fc )] . (4.130)
4
Examples
Example 2
From (4.100), the psd of the random binary wave is
SX (f ) = A2 T sinc2 (fT ). (4.131)
Cross Spectral Densities
Fourier transform of the crosscorrelation functions.

Let X (t), Y (t) denote real-valued WSS RPs.
We have
Z ∞
SXY (f ) = RXY (τ)e−j 2πf τ d τ
Zτ=−∞
∞
SYX (f ) = RYX (τ)e−j 2πf τ d τ. (4.132)
τ=−∞
Using (4.104) we obtain

∗
SXY (f ) = SYX (−f ) = SYX (f ). (4.133)
Examples
Example 1
Let X (t), Y (t) denote two real-valued WSS RPs. Let
Z (t) = X (t) + Y (t). (4.134)
The autocorrelation of Z (t) is
RZ (τ) = E [(X (t) + Y (t)) (X (t − τ) + Y (t − τ))]

= RX (τ) + RXY (τ) + RYX (τ) + RY (τ). (4.135)
The psd of Z (t) is
SZ (f ) = SX (f ) + SXY (f ) + SYX (f ) + SY (f ). (4.136)
Examples
When X (t), Y (t) are uncorrelated
RZ (τ) = RX (τ) + RY (τ)

SZ (f ) = SX (f ) + SY (f ). (4.137)
Examples
Example 2
Let X (t), Y (t) denote two real-valued WSS RPs. They are passed
through LTI filters h1 (t), h2 (t), and the corresponding outputs are
V (t), Z (t) respectively. Then
Z ∞ Z ∞
RVZ (τ) = h1 (α)h2 (β)RXY (τ − α + β) d α d β (4.138)
α=−∞ β=−∞
and
SVZ (f ) = H1 (f )H2∗ (f )SXY (f ). (4.139)
Chapter 4: RV & RP: Gaussian Processes
Gaussian Processes
Simple definition: X (t) is said to be a Gaussian RP if X (t0 ) is a
Gaussian RV for all t0 .
Properties of Gaussian RP
If a Gaussian RP is passed through an LTI system, the output is

also a Gaussian RP.
Consider a set of RVs X (t1 ), . . . , X (tn ) obtained by observing X (t)
at times t1 , . . . , tn . Then, this set of RVs are jointly Gaussian for
any n and tn , provided the covariance matrix is non-singular
(determinant of the covariance matrix is not zero). The joint pdf is
given by (4.71).
If a Gaussian process is WSS, it is also stationary in the strict
sense. This is because, the joint pdf is completely determined by
the mean and covariance, as given by (4.71).
Consider a set of RVs X (t1 ), . . . , X (tn ) obtained by observing X (t)

at times t1 , . . . , tn . Then, if this set of RVs are mutually
uncorrelated, they are also independent. This is because the
covariance matrix in (4.70) is diagonal and the joint pdf in (4.71) is
equal to the product of the marginal pdfs.
Central Limit Theorem

Let X1 , . . . , XN denote a set of zero-mean, independent and identically
distributed (iid) RVs, each with variance σ2X . Let
N
1 X
Y = √ Xi . (4.140)
N i=1
In the limit as N → ∞, the pdf of Y is Gaussian with zero-mean and

variance σ2X .
Identically distributed RVs imply all the concerned RVs have the same
pdf.
Chapter 4: RV & RP: Noise
Noise
Undesired signal in a communication system.

Shot noise: generated in vacuum tubes.
Thermal noise: generated in electrical conductors.
White noise: idealized noise. PSD is flat in −∞ < f < ∞ with value
N0 /2 watts/Hz. Autocorrelation is a Dirac-delta function.
Additive White Gaussian Noise (AWGN)

Noise is additive, psd is flat for −∞ < f < ∞ and pdf is Gaussian.
Noise Equivalent Bandwidth
Let W (t) denote a white noise process with psd N0 /2. It is input to an
LPF with Fourier transform H(f ) having finite energy. The noise power
at the filter output is
N0 ∞
Z 2
P1 = H(f ) df . (4.141)
2 f =−∞
Let us now input X (t) to an ideal LPF with gain |H(0)| (it is assumed
that |H(0)| is maximum) and bandwidth [−B, B]. The output noise
power is
N0 B
Z 2
P2 = H(0) df
2 f =−B
= N0 B|H(0)|2 . (4.142)
Noise Equivalent Bandwidth

We wish to find out B such that P1 = P2 . Equating (4.141) and (4.142)
we get Z ∞
1 H(f )2 df
B= 2
(4.143)
2|H(0)| f =−∞
which is known as the noise equivalent bandwidth.
Chapter 4: RV & RP: Narrowband Noise
Narrowband Noise
SN (f )
−fc 0 fc − W fc fc + W
Figure 4.10: PSD of narrowband noise.
Consider a real-valued, narrowband noise process N(t) with psd

SN (f ), as shown in Figure 4.10, with fc ≫ W .
The psd need not be centered at fc .
The psd need not be symmetric about fc .
The pre-envelope of N(t) is
N+ (t) = N(t) + j N̂(t) (4.144)
where N̂(t) is the Hilbert transform of N(t).

The complex envelope of N(t) is
Ñ(t) = N+ (t)e−j 2πfc t

= Nc (t) + j Ns (t)
= NI (t) + j NQ (t). (4.145)
Therefore from (4.145)
Nc (t) = N(t) cos(2πfc t) + N̂(t) sin(2πfc t)

= NI (t)
Ns (t) = N̂(t) cos(2πfc t) − N(t) sin(2πfc t)
= NQ (t). (4.146)
From (4.144) and (4.145), the canonical representation of

narrowband noise is
n o
N(t) = ℜ Ñ(t)e j 2πfc t
= Nc (t) cos(2πfc t) − Ns (t) sin(2πfc t)
= NI (t) cos(2πfc t) − NQ (t) sin(2πfc t). (4.147)
Properties of Narrowband Noise
If N(t) is zero-mean, so is Nc (t), Ns (t). This follows from (4.146).

If N(t) is Gaussian, so is Nc (t), Ns (t). This follows from (4.146).
If N(t) is WSS, then Nc (t), Ns (t) are jointly WSS. We have
RNc (τ) = RN (τ) cos(2πfc τ) + R̂N (τ) sin(2πfc τ)

= RNs (τ)
RNc Ns (τ) = RN (τ) sin(2πfc τ) − R̂N (τ) cos(2πfc τ)
= −RNs Nc (τ) (4.148)
where RN (τ) is the autocorrelation of N(t) and R̂N (τ) is the Hilbert
transform of RN (τ).
Both Nc (t), Ns (t) have the same psd as given by

(
SN (f − fc ) + SN (f + fc ) for |f | ≤ W
SNc (f ) =
0 otherwise
= SNs (f ). (4.149)
This can be proved by taking the Fourier transform of RNc (τ) in

(4.148). Thus, SNc (f ), SNs (f ) have a lowpass psd.
If N(t) has zero-mean, then Nc (t), Ns (t) have the same variance
as N(t). This can be proved by substituting τ = 0 in (4.148). Note
that if N(t) is not zero-mean, then from (4.146) Nc (t), Ns (t) are no
longer WSS and (4.148) is no longer valid.
The cross-spectral densities of Nc (t), Ns (t) are purely imaginary

and given by
(
j [SN (f + fc ) − SN (f − fc )] for |f | ≤ W
SNc Ns (f ) =
0 otherwise
= SNs Nc (f ). (4.150)
This can be proved by taking the Fourier transform of RNc Ns (τ) in

(4.148).
If N(t) is Gaussian with zero-mean and SN (f ) is locally symmetric

about ±fc , then Nc (t), Ns (t − τ) are mutually independent for all
t, τ. If SN (f ) is not locally symmetric about ±fc , then
Nc (t), Ns (t − τ) are mutually independent for all t and τ = 0.
Proof
Local symmetry of SN (f ) about ±fc implies
SN (fc − f ) = SN (fc + f ) for |f | ≤ W

SN (−fc − f ) = SN (−fc + f ) for |f | ≤ W . (4.151)
In addition, since N(t) is real-valued, SN (f ) is an even function of f

(see (4.129)).
Proof
Therefore from (4.129), (4.150) and (4.151) we obtain
SNc Ns (f ) = SNs Nc (f ) = 0 for all f

⇒ RNc Ns (τ) = RNs Nc (τ) = 0 for all τ. (4.152)
Thus Nc (t), Ns (t − τ) are uncorrelated and being Gaussian, are also

independent for all t, τ.
Proof
When SN (f ) is not locally symmetric about ±fc then from (4.150)
Z ∞ Z ∞
SNc Ns (f ) df = SNs Nc (f ) df
f =−∞ f =−∞
=0
⇒ RNc Ns (0) = RNs Nc (0) = 0. (4.153)
Thus Nc (t), Ns (t) are uncorrelated and being Gaussian, are also
independent for all t.
Chapter 5: Noise in Analog Communications
Superheterodyne Receiver
“Heterodyne” stands for frequency conversion. See Figure 5.1.

For the purpose of analysis, the system model in Figure 5.2 is
assumed.
Consists of radio frequency (RF) & intermediate frequency (IF)
bandpass filters (BPF).
The center frequency of the IF BPF is fixed (fIF ).
The center frequency of the RF BPF is tunable. Carrier
frequencies given by fLO ± fIF tend to appear at IF BPF output. RF
BPF, HRF (f ), rejects “image” stations (see (Figure 5.3)).
S(t) is the modulated signal, W (t) is AWGN, N(t) is narrowband
noise.
Chapter 5: Noise in A. Comm. - Super Het Rx
Frequency
Tunable
conversion
Demodulator
RF IF
Signal plus S(t) + N(t) Output
BPF Mixer BPF AM/DSB-SC/
noise HRF (f ) HIF (f ) SSB/VSB/FM/
S(t) + W (t) PM
Local
oscillator
(fLO )
Figure 5.1: The superheterodyne receiver.
Demodulator
IF
Signal plus S(t) + N(t) Output
BPF AM/DSB-SC/
noise HIF (f ) SSB/VSB/FM/
S(t) + W (t) PM
Figure 5.2: The assumed system model.
HRF (f )
Image
station
fIF fIF
f
fRF, 1 fRF, 2
fLO
Figure 5.3: Image stations.
Table 5.1: Typical parameters for AM/DSB-SC/SSB.

Parameter Value
RF carrier 0.535–1.605 MHz

range
Center
frequency 0.455 MHz
of IF BPF
IF 10 kHz
bandwidth
Typical parameters for AM-type modulation is given in Table 5.1.

VSB is used with FM in television. Video is VSB and voice is FM
modulated.
Table 5.2: Typical parameters for FM.

Parameter Value
RF carrier 88–108 MHz

range
Center
frequency 10.7 MHz
of IF BPF
IF 0.2 MHz
bandwidth
Typical parameters for FM modulation is given in Table 5.2.
Chapter 5: Noise in A. Comm. - SNRs
Signal-to-Noise Ratios (SNRs)
The SNR at the receiver output is defined as
Power of message component at rx o/p

SNRO = . (5.1)
Power of noise component at rx o/p
The channel SNR is defined as

Power of message component at o/p of Figure 5.4
SNRC = .
Power of noise component at o/p of Figure 5.4
(5.2)
The figure of merit is
SNRO
FoM = . (5.3)
SNRC
Chapter 5: Noise in A. Comm. - SNRs
Ideal LPF
Message M(t) with Output
unity gain
same power BW [−W , W ]
as S(t)
AWGN W (t)
with psd N0 /2
Figure 5.4: Definition of channel SNR.
Chapter 5: Noise in A. Comm. - DSB-SC
Analysis for DSB-SC
The modulated signal is

S(t) = Ac M(t) cos(2πfc t + Θ) (5.4)
where Θ is uniformly distributed in [0, 2π), M(t) is a real-valued,
WSS RP with average power PM and BW [−W , W ].
The IF BPF is ideal with unity gain in the band
fc − W ≤ |f | ≤ fc + W .
The narrowband noise is (see (4.147))
N(t) = Nc (t) cos(2πfc t) − Ns (t) sin(2πfc t) (5.5)
with psd shown in Figure 5.5 (see (4.149)).
The received signal at IF BPF output is
R(t) = S(t) + N(t). (5.6)
SN (f )
N0 /2
−fc − W −fc + W 0 fc − W fc fc + W
SNc (f ), SNs (f )
N0
−W 0 W
Figure 5.5: PSDs of N(t), Nc (t), Ns (t).
The received signal R(t) is coherently demodulated by carrier of

amplitude 2 and passed through an ideal LPF with unity gain and
BW [−W , W ].
The LPF output is
Y (t) = Ac M(t) + Nc (t) cos(Θ) + Ns (t) sin(Θ). (5.7)
The power of the message component is

h i
E A2c M 2 (t) = A2c PM . (5.8)
The power of the noise component is
E (Nc (t) cos(Θ) + Ns (t) sin(Θ))2 = E Nc2 (t) cos2 (Θ)

h i h i
h i
+ E Ns2 (t) sin2 (Θ)
= 2N0 W (5.9)
where we have assumed independence between Nc (t), Θ and

Ns (t), Θ.
Therefore
A2c PM
SNRO = . (5.10)
2N0 W
The power of S(t) in (5.4) is

h i
E S 2 (t) = A2c PM /2 (5.11)
where we have assumed independence between M(t), Θ.

Therefore
A2c PM
SNRC = . (5.12)
2N0 W
Thus
FoMDSB−SC = 1. (5.13)
Chapter 5: Noise in A. Comm. - SSB
Analysis for SSB

S(t) = Ac M(t) cos(2πfc t + Θ) − Ac M̂(t) sin(2πfc t + Θ) (5.14)
WSS RP with average power PM and BW [−W , W ]. The psd of
M(t) is similar to Figure 2.16 with fa ≈ 0 and fb = W .
The IF BPF is ideal with unity gain in the band fc ≤ |f | ≤ fc + W .
R(t) = S(t) + N(t). (5.16)
SN (f )
N0 /2
−fc − W −fc 0 fc fc + W
SNc (f ), SNs (f )
N0 /2
−W 0 W

BW [−W , W ].
The LPF output is
Y (t) = Ac M(t) + Nc (t) cos(Θ) + Ns (t) sin(Θ). (5.17)
The power of the message component is

h i
E A2c M 2 (t) = A2c PM . (5.18)

h i h i
h i
= N0 W (5.19)

Ns (t), Θ.
Therefore
A2c PM
SNRO = . (5.20)
N0 W

h i
E S 2 (t) = A2c PM (5.21)
where we have assumed independence between M(t), Θ.

Therefore
A2c PM
SNRC = . (5.22)
N0 W
Thus
FoMSSB = 1. (5.23)
Chapter 5: Noise in A. Comm. - AM
Analysis for Coherent AM

S(t) = Ac [1 + ka M(t)] cos(2πfc t + Θ) (5.24)
WSS RP with average power PM and BW [−W , W ].
fc − W ≤ |f | ≤ fc + W .
R(t) = S(t) + N(t). (5.26)
SN (f )
N0 /2
SNc (f ), SNs (f )
N0
−W 0 W

BW [−W , W ].
The LPF output is
Y (t) = Ac + Ac ka M(t) + Nc (t) cos(Θ) + Ns (t) sin(Θ). (5.27)
After removing the dc component with a capacitor, the power of

the message component is
h i
E A2c ka2 M 2 (t) = A2c ka2 PM . (5.28)

h i h i
h i
= 2N0 W (5.29)

Ns (t), Θ.
Therefore
A2c ka2 PM
SNRO = . (5.30)
2N0 W
i A2 h
E S 2 (t) = c 1 + ka2 PM
h i
(5.31)
2
where we have assumed independence between M(t), Θ and
M(t) has zero-mean.
Therefore h i
A2c 1 + ka2 PM
SNRC = . (5.32)
2N0 W
Thus
ka2 PM
FoMAM = . (5.33)
1 + ka2 PM
AM with Envelope Detection

S(t) = Ac [1 + ka M(t)] cos(2πfc t + Θ) (5.34)
WSS RP with average power PM and BW [−W , W ] and
|ka M(t)| < 1.
fc − W ≤ |f | ≤ fc + W .
R(t) = S(t) + N(t). (5.36)
SN (f )
N0 /2
SNc (f ), SNs (f )
N0
−W 0 W
The received signal R(t) is passed through an ideal envelope

detector yielding
q
a(t) = (B(t) cos(Θ) + Nc (t))2 + (B(t) sin(Θ) + Ns (t))2
≈ B(t) + Nc (t) cos(Θ) + Ns (t) sin(Θ) (5.37)
where B(t) = Ac [1 + ka M(t)] ≫ Nc (t), Ns (t) at high SNR.

After removing the dc component with a capacitor, the power of
the message component is
h i
E A2c ka2 M 2 (t) = A2c ka2 PM . (5.38)

h i h i
h i
= 2N0 W (5.39)

Ns (t), Θ.
Therefore
A2c ka2 PM
SNRO = . (5.40)
2N0 W
i A2 h
E S 2 (t) = c 1 + ka2 PM
h i
(5.41)
2
where we have assumed independence between M(t), Θ and
M(t) has zero-mean.
Therefore h i
A2c 1 + ka2 PM
SNRC = . (5.42)
2N0 W
Thus
ka2 PM
FoMAM, ED = (5.43)
1 + ka2 PM
where “ED” denotes envelope detection.
Chapter 5: Noise in A. Comm. - FM
Analysis for FM
S(t) = Ac cos [2πfc t + φ(t)] (5.44)
where Z t
φ(t) = 2πkf M(τ) d τ (5.45)
τ=0
where M(t) is a real-valued, WSS RP with average power PM and
BW [−W , W ].

fc − BT /2 ≤ |f | ≤ fc + BT /2.
N(t) = Nc (t) cos(2πfc t) − Ns (t) sin(2πfc t)

= A(t) cos(2πfc t + ψ(t)) (5.46)
SN (f )
N0 /2
−fc − BT /2 0 fc fc + BT /2
−fc + BT /2 fc − BT /2
SNc (f ), SNs (f )
N0
−BT /2 0 BT /2
− sin(2πfc t)
B(t)
A(t)
fc
ψ(t)
θ(t) Ac
φ(t) cos(2πfc t)
Figure 5.10: Plot of the received vector in FM.
R(t) = S(t) + N(t)

= B(t) cos(2πfc t + θ(t)) (5.47)
as illustrated in Figure 5.10.
Now from Figure 5.10

!
−1 A(t) sin(ψ(t) − φ(t))
θ(t) − φ(t) = tan
Ac + A(t) cos(ψ(t) − φ(t))
A(t) sin(ψ(t) − φ(t))
≈
Ac
A(t) sin(ψ(t) − φ(t))
⇒ θ(t) = φ(t) +
Ac
Ns′ (t)
⇒ θ(t) = φ(t) + (5.48)
Ac
for Ac ≫ A(t) (high SNR).

Consider the block diagram of the FM receiver after the IF section,
as shown in Figure 5.11.
Envelope
R(t) Hard Y (t) Frequency X (t) detector & V (t) Baseband Z (t)
limiter & dc blocking lowpass
discriminator
BPF capacitor filter
Figure 5.11: Block diagram of the FM receiver after IF section.
The output of the hard limiter followed by BPF is
Y (t) = cos(2πfc t + θ(t)) (5.49)
where the envelope variations in R(t) have been removed.

The output of the frequency discriminator is
1 dY (t)
X (t) =
2π dt !
−1 d θ(t)
= 2πfc + sin(2πfc t + θ(t))
2π dt
1 dNs′ (t)
!
−1
= 2πfc + 2πkf M(t) + sin(2πfc t + θ(t))
2π Ac dt
(5.50)
The output of the envelope detector followed by dc blocking

capacitor is
1 dNs′ (t)
V (t) = kf M(t) +
2πAc dt
= kf M(t) + Nd (t). (5.51)
The psd of Ns′ (t) is identical to Ns (t) and is shown in Figure 5.9.
The psd of Nd (t) is
f 2 N0 /A2c for |f | ≤ BT /2
(
SNd (f ) = (5.52)
0 otherwise.
The output of the baseband lowpass filter is
Z (t) = kf M(t) + No (t) (5.53)
where the psd of No (t) is
f 2 N0 /A2c for |f | ≤ W
(
SNo (f ) = (5.54)
0 otherwise.
Therefore
3A2c kf2 PM
SNRO = . (5.55)
2N0 W 3
The power of S(t) in (5.44) is approximately A2c /2, since the

envelope is constant.
Therefore
A2c
SNRC = . (5.56)
2N0 W
Hence
3kf2 PM
FoMFM = . (5.57)
W2
The FoMFM can be improved by pre-emphasis & de-emphasis.
Use the fact that the noise psd in (5.54) is not flat in [−W , W ].
Pre-emphasis & De-emphasis in FM
Consider the block diagram in Figure 5.12.

The following relation is satisfied
1
Hpe (f ) = . (5.58)
Hde (f )
Moreover in Figure 5.12
Z1 (t) = kf M(t) + Nde (t). (5.59)
Observe that (5.53) and (5.59) differ only in the noise term.
Z1 (t)
Pre-emphasis De-emphasis
M(t) M1 (t) FM FM
filter filter
transmitter receiver
Hpe (f ) Hde (f )
AWGN W (t)
Figure 5.12: Pre-emphasis & de-emphasis in FM.
The psd of Nde (t) in (5.59) is

 2
 f 2 N0 Hde (f ) /A2c for |f | ≤ W


SNde (f ) =  (5.60)
 0
 otherwise
where we have used (5.54).

The reduction in the output noise power by using pre-emphasis,
de-emphasis is known as the improvement factor, given by
Power of No (t) (5.53)

I=
Power of Nde (t) (5.59)
3W 3
= RW 2 . (5.61)
2 f 2 H (f ) df
−W de
Examples
C
Gain (r + R)/R
r
M(t) M1 (t) M1 (t)
M(t)
r
R
C
(a) Pre-emphasis filter. (b) De-emphasis filter.
Figure 5.13: Pre-emphasis & de-emphasis filters.
Examples
Consider the pre-emphasis & de-emphasis circuits shown in
Figure 5.13.
Note that M1 (t) is also shown in Figure 5.12.
We have
1 + j ωrC
Hpe (ω) =
1 + j ωrRC/(r + R)
≈ 1 + j ωrC (5.62)
provided r ≫ R and ωRC ≪ 1 for |ω| ≤ 2πW .

Let
ω0 = 2πf0 = 1/(rC). (5.63)
Examples
Thus
Hpe (f ) = 1 + j (f /f0 ). (5.64)
We also have
1
Hde (f ) = . (5.65)
1 + j (f /f0 )
Typical parameters
W = 15 kHz
f0 = 2.1 kHz
⇒ I = 22
⇒ 10 log10 (I) = 13 dB. (5.66)
Chapter 6: Quantization
Introduction
Also known as analog-to-digital (A/D) conversion.

First step towards digital communications.
Advantages of digital communications over analog
communications
◮ Errors in the received message can be detected & corrected.
◮ Can be implemented in software.
◮ Message can be encrypted (secrecy, privacy).
The classification of quantizers is shown in Figure 6.1.
Quantization is an irreversible process - once a signal is
quantized, it cannot be recovered.
The pdf of the input signal is an even function.
Chapter 6: Quantization - Introduction
Quantization
Memoryless Quantizers
with memory
(Differential
Pulse code
modulation)
Uniform Robust Optimum
(A-law, (Lloyd-Max)
µ-law)
Figure 6.1: Classification of quantizers.
Chapter 6: Quantization - Introduction
Memoryless quantizer: The quantized output at time t depends

only on the input at time t.
Quantizers with memory: The quantized output at time t depends
on the input at time t as well as the past inputs.
◮ The input signal is correlated.
◮ A prediction filter is required.
Chapter 6: Quantization - Uniform Quantizers
Uniform Quantizers
Two types of uniform quantizers.

◮ Mid rise type. See Figure 6.2. The number of representation levels
is even (2N).
◮ Mid step type. See Figure 6.3. The number of representation levels
is odd (2N + 1) (one representation level is at zero).
The step size is denoted by ∆ and N is a power of 2.
The input is divided into decision thresholds ±xk , k = 0, . . . , N.
The output is divided into representation levels ±yk ,
k = 0, . . . , N − 1.
A decision region is denoted by Ik ± ∈ [±xk , ±xk +1 ].
The representation level corresponding to Ik ± is ±yk .
A mid step quantizer has an additional decision region given by
I0 ∈ [−x0 , x0 ] with corresponding representation level 0.
The quantization error (noise) in the decision region Ik + is
defined as
qk = x − yk . (6.1)
Use symmetry properties for negative inputs.
The maximum input a quantizer can handle is known as the
overload level xmax .
For a mid rise quantizer
xmax
∆= . (6.2)
N
For a mid step quantizer
2xmax
∆= . (6.3)
2N + 1
y (output) Representation levels
y3
y2
y1 Overload level (xmax )

Decision
y0
thresholds
x (input)
x1 x2 x3 x4
x0
∆
∆
Figure 6.2: Mid-rise type uniform quantizer.
y (output) Representation levels
y3
y2
y1
Overload level (xmax )
y0
Decision
thresholds
x (input)
x1 x2 x3 x4
x0
∆
∆
Figure 6.3: Mid-step type uniform quantizer.
Variance of Quantization Error
The quantization noise in (6.1) is assumed to be uniformly

distributed in [−∆/2, ∆/2].
Thus qk has zero mean
E [Qk ] = 0. (6.4)
The variance of qk is
Z ∆/2
h i 1
E Qk2 = q 2 dqk
∆ qk =−∆/2 k
= ∆2 /12
= σ2Q (6.5)
independent of the input signal power.

Therefore, the signal-to-quantization noise ratio is
σ2X
SNRQ = (6.6)
σ2Q
where σ2X is the input signal power.

The input signal x is also assumed to be zero-mean.
Thus SNRQ decreases with input signal power. This is the main
drawback of uniform quantizers.
We wish to have quantizers whose SNRQ remains constant over a
wide range of input signal power
◮ Robust quantizers.
Examples
Example 1
Consider an input signal X having a Gaussian pdf with zero mean and
variance σ2X . It is required to find SNRQ in terms of the number of bits,
for a mid rise quatizer with overload level xmax = 4σX .
Solution: We have from (6.2)
2 × 4σX
∆= (6.7)
2n
where n is the number of bits required to denote each representation
level, and is given by
2N = 2n . (6.8)
Examples
Therefore
3 × 22n
SNRQ =
16
⇒ 10 log10 (SNRQ ) = 6n − 7.3 dB. (6.9)
The probability of overload is
P (|X | > 4σX ) < 10−4 . (6.10)
The loading factor is

xmax
= 4. (6.11)
σX
Examples
Example 2
A full load sinusoidal signal with amplitude A is applied to a mid rise

quantizer. Find SNRQ .
Solution: Since the sinusoid is full load
xmax = A. (6.12)
We also have, from (6.2) and (6.8)
2A
∆= . (6.13)
2n
Examples
We also have
σ2X = A2 /2. (6.14)
Therefore
3 × 22n
SNRQ =
2
⇒ 10 log10 (SNRQ ) = 6n + 1.8 dB. (6.15)
From (6.9) and (6.15) note that if we increase the number of bits n by
one, the SNRQ increases by 6 dB.
Chapter 6: Quantization - Robust Quantizers
Robust Quantizers
Consider Figures 6.4 and 6.5.

The compressor characteristic is denoted by c(x).
Note that
c(−x) = −c(x). (6.16)
The expander g(·) is the “inverse” of the compressor
y = c(x)
⇒ x = g(y)
= c −1 (y). (6.17)
Transmitter Receiver
x Compressor z Uniform ẑ Expander y = x̂

c(x) quantizer g(ẑ)
Figure 6.4: Block diagram of quantization.
Uniform quantizer Ip (z) Op (z = c(x )) Compressor
12 (xmax )
3 ∆k
Op Ip (x )
10.5 7.5 4.5 1.5
ẑ 1 3 6 12 (xmax )
Ip 1
3
decision thresholds
(xk , xk +1 )
6
representation

level yk = (xk + xk +1 )/2
Expander 12
Op (y = x̂ = g(ẑ))
Figure 6.5: Companding.
We assume
xmax for x = xmax




c(x) =  0 for x = 0 (6.18)


max for x = −xmax .
 −x

The pdf of input X satisfies
fX (−x) = fX (x). (6.19)
For the decision region Ik + at the compressor input, we have

(piecewise linear approximation)

dc(x) 2xmax
= (6.20)
dx Ik + 2N∆k

For large N, assume fX (x) is a constant over ∆k
fx (x) ≈ fX (yk ) for xk ≤ x < xk +1 (6.21)
where yk is the representation level at the expander output (see

Figure 6.5).
No overload.
The variance of the quantization error for Ik +
∆2k
σ2Q, k =
12
2

xmax
=

2 2
(6.22)
12N (dc(x)/dx) Ik +

The overall variance of quantization noise is

N−1
X
σ2Q = 2 σ2Q, k Pk (6.23)
k =0
where Pk is the probability that the input X lies in Ik + or Ik − , and

is given by
Pk = fX (yk )∆k . (6.24)
For large N, the summation in (6.23) becomes an integration with
∆k → dx
fX (yk ) → fX (x). (6.25)
Therefore σ2Q in (6.23) becomes
xmax 2
xmax
Z
σ2Q =2 fX (x) dx. (6.26)
x=0 12N 2 (dc(x)/dx)2
The signal power is

Z xmax
σ2X = 2 x 2 fX (x) dx (6.27)
x=0
since
E [X ] = 0 (6.28)
due to (6.19).
Therefore R xmax
2 x=0
x 2 fX (x) dx
SNRQ = R xmax 2
. (6.29)
xmax
2 f (x) dx
x=0 12(Ndc(x)/dx) 2 X
For SNRQ to be constant, independent of the input signal power,

we require
dc(x) 1
=
dx x !
x
⇒ c(x) = xmax + ln for 0 < x ≤ xmax . (6.30)
xmax
For x < 0, use (6.16).

Not well behaved for x → 0.
A-law companding

 Ax/xmax

 for 0 < x ≤ 1/A
c(x) =  max ) (6.31)
 1+ln(Ax/x

1+ln(A)
for 1/A ≤ x ≤ 1
where A = 87.56. For x < 0, use (6.16).

µ-law companding
ln (1 + µx/xmax )
c(x) = xmax for 0 < x/xmax ≤ 1 (6.32)
ln(1 + µ)
where µ = 255. For x < 0, use (6.16).
Companding gain
Step size of uniform mid-rise quantizer

Gc = .
Smallest step size of non-uniform quantizer with same xmax
(6.33)
We have
2xmax
∆U =
2N
2xmax
∆NU, min =
2N(dc(x)/dx) x→0

dc(x)
⇒ Gc = lim . (6.34)
x→0 dx
For the µ-law quantizer

µ
Gc =
ln(1 + µ)
⇒ 10 log10 (Gc ) = 33.3 dB (6.35)
for µ = 255.
Chapter 6: Quantization - Optimum Quantizers
Optimum Quantizers
Known as Lloyd-Max non-uniform quantizers.

Given the pdf of X , and the number of representation levels 2N,
find the optimum quantizer that minimizes σ2Q .
Assume fX (x) is even, see (6.19).
We have
N−1
X Z xk +1
σ2Q = 2 (x − yk )2 fX (x) dx. (6.36)
k =0 x=xk
Find xk , yk such that (6.36) is minimized.
We have
Z xk
σ2Q = . . . + (x − yk −1 )2 fX (x) dx
x=xk −1
Z xk +1
= + (x − yk )2 fX (x) dx + . . . . (6.37)
x=xk
Therefore
∂σ2Q
= (xk − yk −1 )2 − (xk − yk )2
∂xk
=0 for 0 ≤ k ≤ N
yk −1 + yk
⇒ xk = . (6.38)
2
Similarly
∂σ2Q Z xk +1
= −2 (x − yk ) fX (x) dx
∂yk x=xk
=0 for 0 ≤ k ≤ N − 1
R xk +1
x=xk X
xf (x) dx
⇒ yk = R xk +1 . (6.39)
x=x X
f (x) dx
k
Start with an initial guess of yk , and iterate between (6.38) and

(6.39), until we converge to a solution.
Chapter 6: Quantization - DPCM
Differential Pulse Code Modulation (DPCM)
Consider the block diagram in Figure 6.6.

Note that
σ2E < σ2X

⇒ NE < N (6.40)
where N, NE denote the number of representation levels.

Hence, lesser number of bits are required to encode each
representation level.
Lower input power is obtained by linear prediction.
◮ Reducing the amplitude does not give any “gain”.
◮ Exploit the autocorrelation of the input signal.
σ2X Robust σ2Q

quantizer 1
(2N)
σ2X σ2E
=
σ2Q σ2 ′
Q
σ2E Robust σ2Q ′

quantizer 2
(2NE )
Figure 6.6: Principle of DPCM.
Linear Prediction
Let Xn denote a discrete-time correlated ergodic WSS RP having

zero-mean.
Here n denotes discrete-time.
Let xn denote a sample function of Xn .
We wish to predict xn using xn−1 , . . . , xn−P .
Let x̂n denote the estimate of xn given by
P
X
x̂n = − ak xn−k (6.41)
k =1
where ak is the k th coefficient of the P th -order predictor.
Define the error signal as
en = xn − x̂n
P
X
= ak xn−k (6.42)
k =0
where a0 = 1.
We wish find ak , 1 ≤ k ≤ P, such that
h i
E en2 = σ2E (6.43)
is minimized.
Thus, for 1 ≤ j ≤ P
∂ h 2i
E en = 0
∂aj
" #
∂ 2
⇒E e =0
∂aj n
" #
∂en
⇒ 2E en =0
∂aj
h i
⇒ E en xn−j = 0
 P 
 X 
⇒ E  ak xn−k xn−j  = 0
k =0
P
X
⇒ ak RX , j−k = 0. (6.44)
k =0
From (6.44), using a0 = 1, the optimum ak is found by solving
 RX , 0 . . . RX , P−1   a1   RX , 1 

    
 . .. ..   ..  = −  ..  .
   
 .. . .   .   .  (6.45)

RX , P−1 . . . RX , 0 aP RX , P
   
From (6.44), we get the condition for orthogonality as

h i
E en xn−j = 0 for 1 ≤ j ≤ P (6.46)
that is, the error is orthogonal to all the past inputs.
The minimum mean squared prediction error (MMSE) is given by

P
 
h i  X 
E en2 = E en ak xn−k 
k =0
= E [en xn ]
 P 
 X 
= E  ak xn−k xn 
k =0
P
X
= ak RX , k
k =0
= σ2E (6.47)
where we have used (6.46).
The relations in (6.45) and (6.47) are together called Yule-Walker

or Weiner-Hopf equations.
It can be shown that
σ2E ≤ σ2X (6.48)
where the equality holds when the input xn is uncorrelated, that is
RX , k = σ2X δK (k) (6.49)
where δK (·) is defined in (1.4).

The error signal en is input to the quantizer.
The overall SNRQ is (see Figure 6.6)
σ2X σ2X σ2E

= ·
σ2Q ′ σ2E σ2Q ′
σ2X σ2X
= · . (6.50)
σ2E σ2Q
The term
σ2X
Gp = (6.51)
σ2E
in (6.50) is referred to as the prediction gain.
Consider the DPCM transmitter in Figure 6.7.

From (6.1)
qn = en − vn
≈0 (6.52)
at high SNRQ .
Thus
un ≈ xn . (6.53)
DPCM receiver is shown in Figure 6.8.
xn en Robust vn
+ quantizer
−
x̂n +
Prediction un
filter
Figure 6.7: DPCM transmitter.
vn
+
x̂n
+
Prediction un
filter
Figure 6.8: DPCM receiver.
Examples
Pulse code modulation (PCM) requires 8 bits per sample
(representation level) and a sampling frequency of 8 kHz. Thus the
output bit-rate is 64 kbps.
Differential pulse code modulation (DPCM) requires only 4 bits per
sample and a sampling frequency of 8 kHz. Thus the output bit-rate is
32 kbps.
References
1 Communication Systems by Simon Haykin, 5th edition, Wiley,

2009.
2 Probability, Random Variables and Stochastic Processes by A
Papoulis.
3 Analog Communications: Problems & Solutions by K Vasudevan,
Ane Books, New Delhi, 2018. Also available with Springer.
4 Digital Communications and Signal Processing by K Vasudevan,
2nd edition, Universities Press, Hyderabad, 2010.
5 Principles of Communication by RE Zeimer and WH Tranter, 5th
edition.
6 Fundamentals of Communication Systems by JG Proakis and M
Salehi.
7 Digital Communications by Simon Haykin.

Principles of Communications - EE320A

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Principles of Communications - EE320A

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Principles of Communications - EE320A

November 28, 2020

author. This slide deck is set in LATEX

4 Random Variables & Random Processes

5 Noise in Analog Communications

Consider a real-valued periodic signal gp (t) with period T0 .

where a0 is the dc component of gp (t) and

Here cos(2πnt/T0 ) and sin(2πmt/T0 ) are orthogonal basis

The Kronecker delta function is defined as (for integer n)

[a, b) is a semi-open interval including a and excluding b.

Complex Fourier Series

Complex Fourier series, for integer n:

For aperiodic signals, T0 → ∞.

lim gp (t) = g(t) (aperiodic). (1.11)

Therefore as T0 → ∞, (1.10) becomes the Fourier transform

Substituting (1.11) and (1.12) in (1.7) and replacing the

g(t) and G(f ) constitute a Fourier transform pair and is written as

g(t) ⇋ G(f ) = F (g(t)). (1.14)

G(f ) = G∗ (−f ). (1.16)

The magnitude response is an even function of frequency and the

See Figure 1.1.

−4/T −3/T −2/T −1/T

Figure 1.1: sinc(fT ).

Properties of the Fourier Transform

Linearity & superposition:

ag1 (t) + bg2 (t) ⇋ aG1 (f ) + bG2 (f ) (1.20)

g(t) e j 2πfc t ⇋ G(f − fc ). (1.25)

Area under g(t): Z ∞

Area under G(f ): Z ∞

Differentiation in the time and frequency domain:

g(t) in (1.32) is known as the Gaussian pulse. See Figure 1.2.

Figure 1.2: Gaussian pulse g(t) = exp(−πt 2 ).

Dirac delta function

Dirac delta function

g(t)δD (t − t0 ) = g(t0 )δD (t − t0 ). (1.36)

The Dirac delta is an even function. Its Fourier transform is

Applying duality in (1.37) we get

Signum & unit step functions

The Fourier transform of g(t) is

Signum & unit step functions

Signum & unit step functions

Signum & unit step functions

Convolution in the time domain

Proof of convolution property

Proof of convolution property

Integration in the time domain

Proof of integration property

Multiplication in the time domain

g1 (t)g2 (t) ⇋ G1 (f ) ⋆ G2 (f ). (1.52)

Proof of multiplication in time domain property

Proof of multiplication in time domain property

where (1.38) has been used.

Fourier Transform of Periodic Signals

Define the generating function

Also from (1.56) and (1.58)

Finally the Fourier transform of gp (t) is, using (1.38)

Energy Spectral Density

ψg (f ) = |G(f )|2 . (1.66)

Rayleigh’s Energy Theorem

LHS of (1.67) is g(t) ⋆ g ∗ (−t)|t=0 .

For a periodic signal gp (t) with period T0

The integral in the last equation of (1.71) is G(n/T0 ).

The power spectral density of gp (t) is